Causality and cointegration of currency-adjusted stock indices : evidence from close-of-day data
Terrance Jalbert (University of Hawaii at Hilo, USA)
| Year of publication: |
January/February 2016
|
|---|---|
| Authors: | Jalbert, Terrance |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 32.2016, 1, p. 71-79
|
| Subject: | Currency-Adjusted Stock Indices | Stock Indices | Cointegration | Wealth Changes | Currency Values | Kointegration | Aktienindex | Stock index | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series 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/10011435978