A bivariate causality test between exchange rates and equity markets in BRIC countries
In this paper, the causal relation between stock prices and exchange rates is examined through applying Toda and Yamamoto causality test using weekly data from Brazil, Russia, India and China (BRIC countries). The sample period started from 5th May, 2003 to 6th September, 2010. The whole sample peri...
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| 格式: | Article |
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IDOSI Publications
2013
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| 在线阅读: | http://eprints.utm.my/id/eprint/50560/ https://www.idosi.org |
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