Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach
Athanasios Koulakiotis, Apostolis Kiohos and Vassilios Babalos
| Year of publication: |
2015
|
|---|---|
| Authors: | Koulakiotis, Athanasios ; Kiohos, Apostolis ; Babalos, Vassilios |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 13/15, p. 1273-1285
|
| Subject: | stock market | foreign exchange market | cointegration | asymmetric threshold model | Wechselkurs | Exchange rate | Kointegration | Cointegration | Börsenkurs | Share price | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | Theorie | Theory | Aktienmarkt | Stock market | Aktienindex | Stock index |
| 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/10010512069