The Relationships Among Monetry Policy, Stock Prices and the Exchange Rate
Year of publication: |
2005-12-31
|
---|---|
Authors: | Ivrendi, Mehmet |
Other Persons: | Douglas K. Pearce (contributor) |
Subject: | VECM | VECTOR AUTOREGRESSIVE AND GENERALIZED ARCH | VAR-GARCH | VAR-ARCH | GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDA | EXCHANGE MARKET | STOCK PRICE | STOCK MARKET | VECTOR ERROR CORRECTION METHOD | ITH | ITH ESTIMATION METHOD | VARX | VECTOR AUTOREGRESSIVE MODEL | VAR |
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