The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7
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More about this item
Keywordsexchange rate; stock price; cointegration; causality;
- G1 - Financial Economics - - General Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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