An empirical study of the interrelationships, integration and the efficiency of stock and foreign exchange markets in Fiji
Muthucattu Thomas Paul; Timiti Uriam
| Year of publication: |
January 2014
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|---|---|
| Authors: | Paul, Muthucattu Thomas ; Uriam, Timiti |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 12.2014, 1, p. 154-167
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| Subject: | Efficient market hypothesis | stock return | exchange rate return | Buy-hold strategy | Cointegration and vector error correction model | Granger's causality test | Normal distribution | Leptokurtic | strong currency | Kointegration | Cointegration | Wechselkurs | Exchange rate | Effizienzmarkthypothese | Kausalanalyse | Causality analysis | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Kapitaleinkommen | Capital income | Fidschi | Fiji | Börsenkurs | Share price | Theorie | Theory |
| 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/10011504410