Do exchange rate changes have symmetric or asymmetric effects on stock prices?
Mohsen Bahmani-Oskooee, Sujata Saha
| Year of publication: |
2016
|
|---|---|
| Authors: | Bahmani-Oskooee, Mohsen ; Saha, Sujata |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 31.2016, p. 57-72
|
| Subject: | Exchange rates | Stock prices | Nonlinear ARDL | Asymmetry | Wechselkurs | Exchange rate | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2016.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714642