The nonlinear relationships between stock indexes and exchange rates
Year of publication: |
2015
|
---|---|
Authors: | Ho, Liang-Chun ; Huang, Chia-Hsing |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 33.2015, p. 20-27
|
Subject: | Stock index | Exchange rate | Causality in variance | Wechselkurs | Aktienindex | Volatilität | Volatility | Kausalanalyse | Causality analysis | Index-Futures | Index futures |
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