Dynamic Linkages between Exchange Rates and Stock Prices During and After the 2007-2009 Global Financial Crisis: Evidence from Developed and Emerging Market
碩士 === 國立虎尾科技大學 === 經營管理研究所 === 102 === This study examines the long-run and short-run dynamics between exchange rates and stock prices by using cointegration methodology and multivariate Granger causality tests. We apply the analysis to six major financial markets, including: Japan, United Kingdom,...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/m6fg72 |