Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market
Indika Karunanayake
| Year of publication: |
2014
|
|---|---|
| Authors: | Karunanayake, Indika |
| Published in: |
Review of applied economics. - New Delhi : Serials Publ., ISSN 0973-1687, ZDB-ID 2467365-1. - Vol. 10.2014, 1/2, p. 83-97
|
| Subject: | Stock returns | volatility | exchange rates | univariate GARCH model | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Australien | Australia | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series 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://www.econbiz.de/10010506487