Analysis of the relationship between the share market performance and exchange rates in New Zealand : a cointegrating VAR approach
Year of publication: |
2006
|
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Authors: | Obben, James ; Pech, Andrew ; Shakur, Shamim |
Published in: |
New Zealand economic papers. - Abingdon : Routledge, ISSN 0077-9954, ZDB-ID 415603-1. - Vol. 40.2006, 2, p. 147-180
|
Subject: | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | Kointegration | Cointegration | VAR-Modell | VAR model | Neuseeland | New Zealand | 1999-2006 |
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