Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market
Year of publication: |
2014
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Authors: | Karunanayake, Indika |
Published in: |
Review of applied economics. - New Delhi : Serials Publ., ISSN 0973-1687, ZDB-ID 2467365-1. - Vol. 10.2014, 1/2, p. 83-97
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Subject: | Stock returns | volatility | exchange rates | univariate GARCH model | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Australien | Australia | Schätzung | Estimation | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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