Causality patterns between exchange rates and stock prices : evidence from daily data of eight East Asian countries.

Causality patterns between exchange rates and stock prices : evidence from daily data of eight East Asian countries.

The issue of exchange rate and stock price interactions has been postulated in theoretical models such as asset pricing models and portfolio balance models. Most of the empirical studies on asset pricing models and portfolio balance models utilized single-equation models to represent exchange rate a...

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書目詳細資料
主要作者:	Lau, Hon Wei.
其他作者:	Nanyang Business School
格式:	Theses and Dissertations
語言:	English
出版:	2010
主題:	DRNTU::Business::Finance::Equity
在線閱讀:	http://hdl.handle.net/10356/42466
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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