Asymmetry cointegration between the value of the dollar and sectoral stock indices in the U.S
Mohsen Bahmani-Oskooee, Sujata Saha
| Year of publication: |
November 2016
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| Authors: | Bahmani-Oskooee, Mohsen ; Saha, Sujata |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 46.2016, p. 78-86
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| Subject: | Sectoral stock prices | Exchange rate | The U.S. | Asymmetry cointegration | Wechselkurs | Börsenkurs | Share price | USA | United States | Kointegration | Cointegration | Aktienindex | Stock index | Schätzung | Estimation | US-Dollar | US dollar | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.08.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011626711