Nonlinear Links between Stock Returns and Exchange Rate Movements
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- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper 49921, University Library of Munich, Germany.
More about this item
KeywordsStock returns; exchange rate movements; nonlinearities;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-12 (All new papers)
- NEP-FOR-2006-11-12 (Forecasting)
- NEP-IFN-2006-11-12 (International Finance)
- NEP-MAC-2006-11-12 (Macroeconomics)
- NEP-RMG-2006-11-12 (Risk Management)
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