Reexamining the relationships between stock prices and exchange rates in ASEAN-5 using panel Granger causality approach
Year of publication: |
2013
|
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Authors: | Liang, Chin Chia ; Lin, Jeng-bau ; Hsu, Hao-cheng |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 32.2013, p. 560-563
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Subject: | ASEAN-5 | Stock-oriented hypothesis | Capital mobility | Economic fundamentals | Panel Granger-causality | Dynamic ordinary least squares | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Wechselkurs | Exchange rate | Panel | Panel study | Kointegration | Cointegration | ASEAN-Staaten | ASEAN countries | Kapitalmobilität | Kleinste-Quadrate-Methode | Least squares method |
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