Exchange rate and stock price interaction in major Asian markets : evidence for individual countries and panels allowing for structural breaks

journal contribution

posted on 2011-06-01, 00:00 authored by H Lean, Paresh Narayan, R Smyth

Exchange rate and stock price interaction in major Asian markets : evidence for individual countries and panels allowing for structural breaks

History

Journal

The Singapore economic review

Volume

56

Issue

2

Pagination

255 - 277

Publisher

World Scientific

Location

Singapore

Publisher DOI

https://doi.org/10.1142/S0217590811004250

ISSN

0217-5908

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

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Categories

Other economics not elsewhere classified

Keywords

Social Sciences Economics Business & Economics Exchange rates stock prices structural break panel UNIT-ROOT GREAT CRASH TIME-SERIES COINTEGRATION REGRESSION CAUSALITY SHOCK F31 G15 Economics

Licence

All Rights Reserved

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