Real exchange rate returns and real stock price returns in the stock market of Malaysia
Hock Tsen Wong
| Year of publication: |
2019
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|---|---|
| Authors: | Wong, Hock Tsen |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 64.2019, 5, p. 1319-1349
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| Subject: | Real exchange rate return | real stock price return | constant conditional correlation(CCC)-multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model | Granger causality | Börsenkurs | Share price | Kaufkraftparität | Purchasing power parity | Kapitaleinkommen | Capital income | Malaysia | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Schätzung | Estimation | Wechselkurs | Exchange rate | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0217590816500387 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295208