The adjustment of the Yule-Walker relations in VAR modeling : the impact of the Euro on the Hong Kong stock market
Timothy J. Brailsford; Jack H. W. Penm; R. Deane Terrell
| Year of publication: |
2001
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|---|---|
| Authors: | Brailsford, Timothy J. ; Penm, Jack H. W. ; Deane Terrell, R. |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 5.2001, 1, p. 35-58
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| Subject: | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | VAR-Modell | VAR model | Euro | Hongkong | Hong Kong |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Multinational finance journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001697030