A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Andrew Phiri, 2018.
"Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform,"
1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
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- Sami Saafi & Meriem Haj mohamed & Abdeljelil Farhat, 2015. "Is there a causal relationship between unemployment and informal economy in Tunisia: evidence from linear and non-linear Granger causality," Economics Bulletin, AccessEcon, vol. 35(2), pages 1191-1204.
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More about this item
KeywordsStock Prices; Exchange Rates; Bivariate Causality; Nonlinear Granger Causality;
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- F3 - International Economics - - International Finance
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