Asymmetric Interaction between Stock Price Index and Exchange Rates: Empirical Evidence for Romania
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- repec:rjr:romjef:v::y:2019:i:2:p:98-116 is not listed on IDEAS
- Murad A. BEIN & Mehmet AGA, 2016. "On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 115-134, December.
More about this item
Keywordsexchange rates; stock prices; causality; non-linearity; asymmetric threshold model;
- 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
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
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