Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries
نویسندگان
چکیده
منابع مشابه
Petrochemical Products Market and Stock Market Returns: Empirical Evidence from Tehran Stock Exchange
While the relationship between stock market return and oil price is of great interest to researchers, previous studies do not investigate stock market return with petrochemical products market. In this paper, we analyzed the relationship between prices of main petrochemical products and stock returns of petrochemical companies in Tehran stock exchange. Using a panel data model and GLS estimatio...
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ژورنال
عنوان ژورنال: Studies in Nonlinear Dynamics & Econometrics
سال: 2017
ISSN: 1558-3708
DOI: 10.1515/snde-2016-0042