Co-movement of foreign exchange rate returns and stock market returns in an emerging market : evidence from the wavelet coherence approach
Xingxing He, Korhan K. Gokmenoglu, Dervis Kirikkaleli, Syed Kumail Abbas Rizvi
| Year of publication: |
2023
|
|---|---|
| Authors: | He, Xingxing ; Gökmenoglu, Korhan K. ; Kirikkaleli, Dervis ; Rizvi, Kumail Abbas |
| Subject: | exchange rate | stock market | Turkey | emerging market | wavelet coherence | Türkei | Wechselkurs | Exchange rate | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zustandsraummodell | State space model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2522 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253642