Dynamic heterogeneous panel analysis of the correlation between stock prices and exchange rates
نویسندگان
چکیده
Dynamic heterogeneous panel analysis of the correlation between stock prices and exchange rates Yuan-Ming Lee & Kuan-Min Wang To cite this article: Yuan-Ming Lee & Kuan-Min Wang (2015) Dynamic heterogeneous panel analysis of the correlation between stock prices and exchange rates, Economic ResearchEkonomska Istraživanja, 28:1, 749-772, DOI: 10.1080/1331677X.2015.1084889 To link to this article: http://dx.doi.org/10.1080/1331677X.2015.1084889
منابع مشابه
Dynamic Linkages between Exchange Rates and Stock Prices: Evidence from Iran and South Korea
The main purpose of present study is to analyze the relationship between stock and exchange markets in two Asian countries, Iran and South Korea. A monthly time series of stock price and exchange rate are used over the period 2002: 05 - 2012: 03. The data is collected from the Central Bank of each country and WDI. The calculated stock return and real exchange rate change are used in analysis....
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