The interactions of stock prices and exchange rates in the ASEAN-5 countries : new evidence using a bootstrap panel Granger causality approach
Year of publication: |
2015
|
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Authors: | Liang, Chin Chia ; Chen, Ming-Yung ; Yang, Cheng-Hua |
Published in: |
Global economic review. - Abingdon, Oxfordshire : Routledge, ISSN 1226-508X, ZDB-ID 1398828-1. - Vol. 44.2015, 3, p. 324-334
|
Subject: | Bootstrap panel Granger causality | equity markets | foreign exchange markets | ASEAN-5 countries | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Wechselkurs | Exchange rate | ASEAN-Staaten | ASEAN countries | Bootstrap-Verfahren | Bootstrap approach | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market | Panel | Panel study | Kointegration | Cointegration |
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