THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL
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Publication:5386320
DOI10.1142/S0219024906003974zbMath1134.91531MaRDI QIDQ5386320
Publication date: 14 May 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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Cites Work
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Residual-based tests for cointegration in models with regime shifts
- Practical Issues in the Analysis of Univariate GARCH Models
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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