Matches in SemOpenAlex for { <https://semopenalex.org/work/W2144974864> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2144974864 abstract "This paper studies the relationship between the stock market and the exchange rate in several countries. The approach taken in the first part of this study is a linear VAR, to be compared in the following part to a MSVAR. The data is also analyzed by Granger causality tests in both contexts and a thorough description of the empirical results obtained is shown. The research uncovers a spread (but not constant over time) causality from the exchange rate and American stock market to the local markets of the different nations studied. The non-linear, time varying approach allows several considerations on the dynamics of the relationship. The markets analyzed are the Japanese, the British and the German (pre-Euro) market against the US Dollar and the US stock market. The frequency of the data used is daily" @default.
- W2144974864 created "2016-06-24" @default.
- W2144974864 creator A5055490950 @default.
- W2144974864 date "2008-01-01" @default.
- W2144974864 modified "2023-09-28" @default.
- W2144974864 title "Foreign Exchange and Stock Market: Two Related Markets?" @default.
- W2144974864 cites W1530478975 @default.
- W2144974864 cites W1582914998 @default.
- W2144974864 cites W1970545025 @default.
- W2144974864 cites W2000818357 @default.
- W2144974864 cites W2023916452 @default.
- W2144974864 cites W2030037596 @default.
- W2144974864 cites W2031312961 @default.
- W2144974864 cites W2033465281 @default.
- W2144974864 cites W2034707435 @default.
- W2144974864 cites W2038802774 @default.
- W2144974864 cites W2059277152 @default.
- W2144974864 cites W2063289466 @default.
- W2144974864 cites W2063919179 @default.
- W2144974864 cites W2067772343 @default.
- W2144974864 cites W2070034305 @default.
- W2144974864 cites W2070712342 @default.
- W2144974864 cites W2074812030 @default.
- W2144974864 cites W2080887613 @default.
- W2144974864 cites W2089757475 @default.
- W2144974864 cites W2119061907 @default.
- W2144974864 cites W2124044492 @default.
- W2144974864 cites W2134227324 @default.
- W2144974864 cites W2157076451 @default.
- W2144974864 cites W2167119443 @default.
- W2144974864 cites W2892204192 @default.
- W2144974864 cites W3123152852 @default.
- W2144974864 cites W3125088908 @default.
- W2144974864 cites W3125976565 @default.
- W2144974864 cites W4241115065 @default.
- W2144974864 cites W4246950982 @default.
- W2144974864 doi "https://doi.org/10.2139/ssrn.1360621" @default.
- W2144974864 hasPublicationYear "2008" @default.
- W2144974864 type Work @default.
- W2144974864 sameAs 2144974864 @default.
- W2144974864 citedByCount "1" @default.
- W2144974864 countsByYear W21449748642013 @default.
- W2144974864 crossrefType "journal-article" @default.
- W2144974864 hasAuthorship W2144974864A5055490950 @default.
- W2144974864 hasBestOaLocation W21449748642 @default.
- W2144974864 hasConcept C10138342 @default.
- W2144974864 hasConcept C106159729 @default.
- W2144974864 hasConcept C144133560 @default.
- W2144974864 hasConcept C162324750 @default.
- W2144974864 hasConcept C166957645 @default.
- W2144974864 hasConcept C200870193 @default.
- W2144974864 hasConcept C205649164 @default.
- W2144974864 hasConcept C2779343474 @default.
- W2144974864 hasConcept C2780299701 @default.
- W2144974864 hasConcept C2983132609 @default.
- W2144974864 hasConcept C536366893 @default.
- W2144974864 hasConcept C556758197 @default.
- W2144974864 hasConcept C73283319 @default.
- W2144974864 hasConceptScore W2144974864C10138342 @default.
- W2144974864 hasConceptScore W2144974864C106159729 @default.
- W2144974864 hasConceptScore W2144974864C144133560 @default.
- W2144974864 hasConceptScore W2144974864C162324750 @default.
- W2144974864 hasConceptScore W2144974864C166957645 @default.
- W2144974864 hasConceptScore W2144974864C200870193 @default.
- W2144974864 hasConceptScore W2144974864C205649164 @default.
- W2144974864 hasConceptScore W2144974864C2779343474 @default.
- W2144974864 hasConceptScore W2144974864C2780299701 @default.
- W2144974864 hasConceptScore W2144974864C2983132609 @default.
- W2144974864 hasConceptScore W2144974864C536366893 @default.
- W2144974864 hasConceptScore W2144974864C556758197 @default.
- W2144974864 hasConceptScore W2144974864C73283319 @default.
- W2144974864 hasLocation W21449748641 @default.
- W2144974864 hasLocation W21449748642 @default.
- W2144974864 hasOpenAccess W2144974864 @default.
- W2144974864 hasPrimaryLocation W21449748641 @default.
- W2144974864 hasRelatedWork W1526595003 @default.
- W2144974864 hasRelatedWork W1562962615 @default.
- W2144974864 hasRelatedWork W1572698176 @default.
- W2144974864 hasRelatedWork W2041798681 @default.
- W2144974864 hasRelatedWork W2261302637 @default.
- W2144974864 hasRelatedWork W2378585260 @default.
- W2144974864 hasRelatedWork W2559404435 @default.
- W2144974864 hasRelatedWork W3028581814 @default.
- W2144974864 hasRelatedWork W3092633702 @default.
- W2144974864 hasRelatedWork W2588510853 @default.
- W2144974864 isParatext "false" @default.
- W2144974864 isRetracted "false" @default.
- W2144974864 magId "2144974864" @default.
- W2144974864 workType "article" @default.