Testing the causality between foreign exchange rates and stock prices: Evidence from Japan, South Korea and Singapore

碩士 === 中原大學 === 國際經營與貿易研究所 === 101 === Abstract This study examines the presence of the causal relationship between foreign exchange and stock markets for three Asian countries-Japan, South Korea and Singapore, respectively. The econometric methodology used in this paper allows us to determine the s...

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Bibliographic Details
Main Authors: Cheng-Hui Lin, 林政輝
Other Authors: Shyh-Wei Chen
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/88502423209448236005