Asymmetric exchange rate exposure of stock returns : empirical evidence from Chinese industries
Cuestas, Juan Carlos
;
Tang, Bo
Studies in nonlinear dynamics & econometrics
2017
/
art. 20160042, p. 1-21 : ill
https://doi.org/10.1515/snde-2016-0042
https://www.scopus.com/sourceid/144730
https://www.scopus.com/record/display.uri?eid=2-s2.0-85029571977&origin=inward&txGid=69f1e5d85b4215a75437464d47828561
https://jcr.clarivate.com/jcr-jp/journal-profile?journal=STUD%20NONLINEAR%20DYN%20E&year=2017
https://www.webofscience.com/wos/woscc/full-record/WOS:000411277000001
Asymmetric exchange rate exposure of stock returns : empirical evidence from Chinese industries [Online resource]
Cuestas, Juan Carlos
;
Tang, Bo
2015
https://www.sheffield.ac.uk/economics/research/serps/articles/2015_021
Exchange rate changes and stock returns in China : a Markov switching SVAR approach [Online resource]
Cuestas, Juan Carlos
;
Tang, Bo
2015
https://www.sheffield.ac.uk/economics/research/serps/articles/2015_024
A Markov Switching SVAR analysis on the relationship between exchange rate changes and stock returns in China
Cuestas, Juan Carlos
;
Tang, Bo
International journal of emerging markets
2020
/
p. 625-642 : ill
https://doi.org/10.1108/IJOEM-06-2019-0463
https://www.scopus.com/sourceid/21100304262
https://www.scopus.com/record/display.uri?eid=2-s2.0-85084232630&origin=inward&txGid=bbd6b5b139f8b7fff1c45be106e0c45c
https://jcr.clarivate.com/jcr-jp/journal-profile?journal=INT%20J%20EMERG%20MARK&year=2022
https://www.webofscience.com/wos/woscc/full-record/WOS:000529179400001