Search Results - person:"Pech, Andrew"

Analysis of the relationship between the share market performance and exchange rates in New Zealand : a cointegrating VAR approach

Obben, James; Pech, Andrew; Shakur, Shamim - 2006

Persistent link: https://www.econbiz.de/10003365799

Analysis of the relationship between the share market performance and exchange rates in New Zealand : a cointegrating VAR approach

Obben, James; Pech, Andrew; Shakur, Shamim - In: New Zealand economic papers 40 (2006) 2, pp. 147-180

Persistent link: https://www.econbiz.de/10003581297

Analysis of the relationship between the share market performance and exchange rates in New Zealand: A cointegrating VAR approach

Obben, James; Pech, Andrew; Shakur, Shamim - In: New Zealand Economic Papers 40 (2006) 2, pp. 147-180

This study employs the cointegrating VAR approach to characterise the relationships between the five exchange rates comprising the TWI and the share market in New Zealand. Weekly data covering January 1999 to June 2006 are analysed. The study discovers there are two types of long-run...

Persistent link: https://www.econbiz.de/10009278867

Analysis of the relationship between the share market performance and exchange rates in New Zealand : a cointegrating VAR approach

Obben, James; Pech, Andrew; Shakur, Shamim - In: New Zealand economic papers 40 (2006) 2, pp. 147-180

Persistent link: https://www.econbiz.de/10009938821