Dynamic causality between stock return and exchange rate : is stock-oriented hypothesis more relevant in Malaysia?
Wee-Yeap Lau, You-How Go
| Year of publication: |
2018
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|---|---|
| Authors: | Wee, Yeap Lau ; Go, You-How |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 25.2018, 2, p. 137-157
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| Subject: | Stock market | Exchange rate | Stock-oriented hypothesis | Global financial crisis | Causality-in-mean | Causality-in-variance | Volatility spillover | Malaysia | Wechselkurs | Volatilität | Volatility | Finanzkrise | Financial crisis | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Aktienmarkt | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-018-9244-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033002