Testing for causality in mean and variance between the stock market and the foreign exchange market: an application to the major central and eastern european countries
Skúmanie existencie kauzálneho vzťahu medzi akciovým trhom a devízovým trhom v Českej republike, Maďarsku, Poľsku a Turecku.
Na minha lista:
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Capítulo de Livro |
| Idioma: | inglês |
| Assuntos: | |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: Testing for causality in mean and variance between the stock market and the foreign exchange market: an application to the major central and eastern european countries
- What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?
- Minimum variance portfolios in the German stock market
- Interrelationship and Spillover Effect Between Stock and Exchange Rate Markets in the Major Emerging Economies
- Mean-variance distance based stock market networks in portfolio optimalization
- Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment
- Granger causality stock market networks: temporal proximity and preferential attachment