The interrelationship between New Zealand stock market and exchange rates
This paper analyzes the relationships between the New Zealand stock market and the USD/NZD, AUD/NZD and USD/AUD exchange rates. Both long run relationship and short run causality are examined using daily and weekly data. We employ the cointegration test and Granger Causality test after checking the...
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| Format: | Others |
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Auckland University of Technology,
2009-02-02T02:54:27Z.
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| Online Access: | Get fulltext |