Dynamic relations between stock returns and exchange rate changes
A. Can Inci; Bong Soo Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Inci, Ahmet Can ; Lee, Bong-soo |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 20.2014, 1, p. 71-106
|
| Subject: | exchange rate exposure | Granger causality | forward premium puzzle | Wechselkurs | Exchange rate | Kausalanalyse | Causality analysis | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory | Deutschland | Germany | Japan |
| 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/10010248858