Search Results - subject:"Structural nonparametric cointegrating regression"

A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach

Tsagkanos, Athanasios; Siriopoulos, Costas - In: Journal of International Financial Markets, … 25 (2013) C, pp. 106-118

the long-run relationship adopting a more advanced econometric model, the structural nonparametric cointegrating … regression. The results exhibit a causal relationship from stock prices to exchange rates that is long-run in EU and short-run in …

Persistent link: https://www.econbiz.de/10010665651

A long-run relationship between stock price index and exchange rate : a structural nonparametric cointegration regression approach

Tsagkanos, Athanasios; Siriopoulos, Costas - In: Journal of international financial markets, … 25 (2013), pp. 106-118

Persistent link: https://www.econbiz.de/10009762800