A bivariate causality test between exchange rates and equity markets in BRIC countries

• 主要な著者: Ziaei, Sayyed Mahdi, Ali, Ghulam, Ahmad Anwar, Melati
• フォーマット: 論文
• 出版事項: IDOSI Publications 2013
• 主題: HD28 Management. Industrial Management
• オンライン･アクセス: http://eprints.utm.my/id/eprint/50560/; https://www.idosi.org

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...