A Markov Switching SVAR analysis on the relationship between exchange rate changes and stock returns in China
author
statement of authorship
Juan Carlos Cuestas, Bo Tang
source
International journal of emerging markets
publisher
journal volume number month
vol. 16, 3
year of publication
pages
p. 625-642 : ill
ISSN
1746-8809
notes
Bibliogr.: 56 ref
Open Access
Open Access
scientific publication
teaduspublikatsioon
language
inglise
subject term
subject of location
classifier
kvartiil
category (general)
TTÜ department
Cuestas, J.C., Tang, B. A Markov Switching SVAR analysis on the relationship between exchange rate changes and stock returns in China // International journal of emerging markets (2020) vol. 16, 3, p. 625-642 : ill.