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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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書目詳細資料
Main Authors:	Ziaei, Sayyed Mahdi, Ali, Ghulam, Ahmad Anwar, Melati
格式:	Article
出版:	IDOSI Publications 2013
主題:	HD28 Management. Industrial Management
在線閱讀:	http://eprints.utm.my/id/eprint/50560/ https://www.idosi.org
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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