Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10003766291
Persistent link: https://www.econbiz.de/10008736915
Persistent link: https://www.econbiz.de/10003382712
Persistent link: https://www.econbiz.de/10009303872
Persistent link: https://www.econbiz.de/10011401093
Persistent link: https://www.econbiz.de/10009615696
Persistent link: https://www.econbiz.de/10009295738
Persistent link: https://www.econbiz.de/10003402427
Persistent link: https://www.econbiz.de/10008811307
In this paper we develop a comprehensive Vector Autoregression Model consisting of five variables; the stock market and price indices of pairs of countries, as well as their bilateral nominal exchange rate. Then, we show that under certain long-run restrictions, our approach encompasses a large...
Persistent link: https://www.econbiz.de/10012171036