Causal relationship and longstanding relationship between foreign exchange and capital markets
In this paper we estimate the short-term and long-term relationship between stock prices and exchange rates for the sample of US and Asian markets during the period 2004 – 2014. Monetary variables include money supply, interest rates, foreign exchange rates, and the consumer price index. All the da...
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| Άλλοι συγγραφείς: | |
| Μορφή: | Thesis |
| Γλώσσα: | English |
| Έκδοση: |
2015
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| Διαθέσιμο Online: | http://hdl.handle.net/10889/8428 |
