A long-run relationship between stock price index and exchange rate : a structural nonparametric cointegration regression approach
Athanasios Tsagkanos; Costas Siriopoulos
| Year of publication: |
2013
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|---|---|
| Authors: | Tsagkanos, Athanasios ; Siriopoulos, Costas |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 25.2013, p. 106-118
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| Subject: | Stock prices | Exchange rates | Structural nonparametric cointegrating regression | Wechselkurs | Exchange rate | Kointegration | Cointegration | Börsenkurs | Share price | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009762800