Articles with "linear ardl" as a keyword



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On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis

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Published in 2017 at "Journal of Economics and Finance"

DOI: 10.1007/s12197-017-9388-8

Abstract: The relationship between stock prices and exchange rates has received a great deal of attention. In investigating the link between the two variables most studies have concluded that the relation is short run and the… read more here.

Keywords: linear ardl; non linear; exchange rates; stock prices ... See more keywords