Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets
Tomoe Moore; Ping Wang
| Year of publication: |
2014
|
|---|---|
| Authors: | Moore, Tomoe ; Wang, Ping |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 1-11
|
| Subject: | Real exchange rates | Stock return differentials | Dynamic conditional correlation | Trade balance | Interest rate differentials | Kaufkraftparität | Purchasing power parity | Börsenkurs | Share price | Schätzung | Estimation | Japan | Kointegration | Cointegration | Handelsbilanz | Korrelation | Correlation | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate |
| Extent: | graph. Darst. |
|---|---|
| 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/10010431516