The relationship between stock prices and exchange rates in Asian markets : a wavelet based correlation and quantile regression approach
Arif Billah Dar; Aasif Shah; Niyati Bhanja; Amaresh Samantaraya
| Year of publication: |
2014
|
|---|---|
| Authors: | Dar, Arif Billah ; Shah, Aasif ; Bhanja, Niyati ; Samantaraya, Amaresh |
| Published in: |
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management. - Bingley : Emerald, ISSN 2045-4457, ZDB-ID 2684635-4. - Vol. 3.2014, 2, p. 209-224
|
| Subject: | Quantile regression | Wavelet correlation | Asian | Korrelation | Correlation | Asien | Asia | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Wechselkurs | Exchange rate | Zustandsraummodell | State space model | Aktienmarkt | Stock market | Schätzung | Estimation | Kausalanalyse | Causality analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010405645