Granger causality between exchange rate and stock price : a Toda Yamamoto approach
Sima Siami-Namini
| Year of publication: |
2017
|
|---|---|
| Authors: | Siami-Namini, Sima |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 4, p. 603-607
|
| Subject: | Exchange Rates | Stock Prices | Johansen and Juselius Co‑integration Test | Toda Yamamoto Causality Test | Wechselkurs | Exchange rate | Kausalanalyse | Causality analysis | Börsenkurs | Share price |
| 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/10011824384