Dynamic heterogeneous panel analysis of the correlation between stock prices and exchange rates
Year of publication: |
2015
|
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Authors: | Lee, Yuan-Ming ; Wang, Kuan Min |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 28.2015, 1, p. 749-772
|
Subject: | stock price | exchange rate | pooled mean group (PMG) method | dynamic heterogeneous panel data model | Wechselkurs | Exchange rate | Börsenkurs | Share price | Panel | Panel study | Korrelation | Correlation | Theorie | Theory | Kausalanalyse | Causality analysis | Schätzung | Estimation |
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