Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia
This article contributes to the debate on hedge funds and exchange rates in Thailand and Malaysia. It provides the first empirical evidence on causal relation between hedge funds and exchange rates. Using a new Granger noncausality procedure proposed by Toda and Yamamoto (1995) and monthly data for...
保存先:
主要な著者: | , , |
---|---|
フォーマット: | 論文 |
言語: | English |
出版事項: |
Routledge
2010
|
オンライン・アクセス: | http://psasir.upm.edu.my/id/eprint/14990/1/Hedge%20funds%2C%20exchange%20rates%20and%20causality%20evidence%20from%20Thailand%20and%20Malaysia.pdf http://psasir.upm.edu.my/id/eprint/14990/ https://www.tandfonline.com/doi/abs/10.1080/13504850701748883 |
タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|