Exchange rate movements and stock market returns in a regime-switching environment : evidence for BRICS countries
Walid Chkili; Duc Khuong Nguyen
| Year of publication: |
2014
|
|---|---|
| Authors: | Chkili, Walid ; Nguyen, Duc Khuong |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 31.2014, p. 46-56
|
| Subject: | Stock markets | Foreign exchange rate | BRICS countries | Markov switching VAR | Wechselkurs | Exchange rate | BRICS-Staaten | Aktienmarkt | Stock market | Volatilität | Volatility | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Markov-Kette | Markov chain | Schätzung | Estimation | Börsenkurs | Share price |
| 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/10010434020