The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies
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More about this item
Keywordsstock markets; exchange rates; Granger causality; bootstrap techniques; GARCH models;
- 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
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