Economic integration and the currency and equity markets nexus
The paper examines the impact of economic integration on the relationship between the currency and equity markets for a group of Asian emerging economies using both linear and non-linear frameworks. We first derive the dynamic conditional correlations between the two markets and then examine the imp...
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| Main Authors: | , , , |
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| Format: | Article |
| Published: |
Wiley
2021
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/26456/ |
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