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- W1519377029 abstract "Differentials of the Stock Returns, Exchange Rates, Global Crisis, Cointegration, Granger Causality The relation between the foreign exchange markets and the stock markets is still a controversial subject in the specialized literature. Recent studies revealed the changes that occur in this relation during the financial crisis. In this paper we approach the interactions between the exchange rates and the differentials of the stock returns between Romania and the US in the period of the global crisis. We find some significant differences in this relations during the main stages of the crisis. © 2011 EAI. All rights reserved." @default.
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- W1519377029 date "2011-06-01" @default.
- W1519377029 modified "2023-10-15" @default.
- W1519377029 title "Interactions between the Exchange Rates and the Differential of the Stock Returns between Romania and US during the Global Crisis" @default.
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