Impact of the Global Crisis on the Financial Linkages between the Stock Market and the Foreign Exchange Market from Romania
Download full text from publisher
References listed on IDEAS
- Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2002. "On the Causality between Exchange Rates and Stock Prices: A Note," Bulletin of Economic Research, Wiley Blackwell, vol. 54(2), pages 197-203, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stefanescu, Razvan & Dumitriu, Ramona, 2013. "Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange," MPRA Paper 47229, University Library of Munich, Germany, revised 04 Apr 2013.
More about this item
KeywordsRomanian financial markets; Vector Autoregression; GARCH; Granger causality; financial linkages;
- G19 - Financial Economics - - General Financial Markets - - - Other
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ddj:fseeai:y:2009:i:2:p:255-270. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Gianina Mihai). General contact details of provider: http://edirc.repec.org/data/fegalro.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.