Nonlinear Links between Stock Returns and Exchange Rate Movements
Year of publication: |
2006-09
|
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Authors: | Hartmann, Daniel ; Pierdzioch, Christian |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Stock returns | exchange rate movements | nonlinearities |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C53 - Forecasting and Other Model Applications ; F37 - International Finance Forecasting and Simulation ; E44 - Financial Markets and the Macroeconomy |
Source: |
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