Impact of exchange rate fluctuations on US stock market returns
Year of publication: |
2023
|
---|---|
Authors: | Bhargava, Vivek ; Konku, Daniel |
Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 49.2023, 10, p. 1535-1557
|
Subject: | Cointegration | Exchange rates | GARCH | VECM | Volatility | USA | United States | Wechselkurs | Exchange rate | Volatilität | Kointegration | ARCH-Modell | ARCH model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
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