Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression
Tzu-Kuang Hsu
| Year of publication: |
January 2016
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|---|---|
| Authors: | Hsu, Tzu-Kuang |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 8.2016, 1, p. 72-78
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| Subject: | a quantile regression | autoregressive distributed lag model | exchange rates | portfolio hypothesis | stock prices | Wechselkurs | Exchange rate | Börsenkurs | Share price | Taiwan | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Lag-Modell | Lag model | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v8n1p72 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011427778