Real exchange rate returns and real stock price returns
Hock Tsen Wong
| Year of publication: |
May 2017
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| Authors: | Wong, Hock Tsen |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 49.2017, p. 340-352
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| Subject: | Real exchange rate return | real stock price returnbbb | constant conditional correlation (CCC) or dynamic conditional correlation (DCC)-multivariate | generalized autoregressive | conditional heteroskedasticity (MGARCH) model | Granger causality | Kaufkraftparität | Purchasing power parity | Börsenkurs | Share price | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Korrelation | Correlation | Schätzung | Estimation | Kausalanalyse | Causality analysis | VAR-Modell | VAR model |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748479