Dynamic linkages between Asian stock prices and exchange rates : new evidence from causality in quantiles
Zheng Yang, Anthony H. Tu and Yong Zeng
| Year of publication: |
2014
|
|---|---|
| Authors: | Yang, Zheng ; Tu, Anthony H. ; Zeng, Yong |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 10/12, p. 1184-1201
|
| Subject: | quantile regression | Granger causality | exchange rates and stock returns | Kausalanalyse | Causality analysis | Wechselkurs | Exchange rate | Börsenkurs | Share price | Asien | Asia | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
| 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://ebvufind01.dmz1.zbw.eu/10010399366