The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach
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KeywordsStock market; Foreign exchange market; Exchange rate; Asian markets; Quantile regression;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
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