Exchange rate and stock price relationship : a wavelet analysis for India
Arif Billah Dar; Niyati Bhanja and Aviral Kumar Tiwari
| Year of publication: |
2014
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|---|---|
| Authors: | Dar, Arif Billah ; Bhanja, Niyati ; Tiwari, Aviral Kumar |
| Published in: |
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi. - Delhi : School, ISSN 0019-4670, ZDB-ID 209860-X. - Vol. 49.2014, 1, p. 125-142
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| Subject: | Exchange rate | Stock return | Wavelet correlation | Wavelet cross-correlation | Wechselkurs | Indien | India | Zustandsraummodell | State space model | Börsenkurs | Share price | Korrelation | Correlation | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
| 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/10011339582