Search Results - "cointegration"

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    Stock market integration and the ASEAN Trading Link an empirical study by Sulong, Rizal Lynam Matjeraie

    Published 2019
    Subjects: “…ASEAN Trading Link; stationarity; cointegration; engle & granger methodology; granger causality; johansen cointegration…”
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    An Analysis of the Relationship between Nominal Exchange Rates and Stock Prices by Wu, Lina

    Published 2015
    Subjects: “…Stock prices; Exchange rates; Cointegration; Granger causality…”
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  7. 7

    A study on the relationship between exchange rate and stock price in China by DING, LIJIN

    Published 2017
    Subjects: “…Exchange rates; Stock prices; Cointegration; Granger causality…”
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