The relationship between stock returns and foreign exchange rates in China using smooth regime-switching approach
Chien-Jen Wang; Po-Chin Wu; Huei-Hsieh Lin
| Year of publication: |
2013
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|---|---|
| Authors: | Wang, Chien Jen ; Wu, Po-Chin ; Lin, Huei-Hsieh |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 10.2013, 3, p. 46-54
|
| Subject: | regime-switching | STARX model | exchange rate exposure | arbitrage region | Wechselkurs | Exchange rate | China | Kapitaleinkommen | Capital income | Schätzung | Estimation | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Markov-Kette | Markov chain | ARCH-Modell | ARCH model |
| 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/10010201510