Relationship analysis of stocks prices and exchange rates of three leading Asian economies
Year of publication: |
2020
|
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Authors: | Anisha ; Khera, Aastha |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 27.2020, 3/624, p. 179-192
|
Subject: | vector autoregression | stock index | exchange rate | causality | impulse response and variance decomposition | Wechselkurs | Exchange rate | VAR-Modell | VAR model | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Volatilität | Volatility | Aktienindex | Stock index | Schock | Shock |
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