Dollar exchange rate and stock price: Evidence from multivariate cointegration and error correction model

Review of Financial Economics

Volumn 12, Issue 3, 2003, Pages 301-313

  Kim, Ki Ho ^a  

^a CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Dollar exchange rate; Multivariate cointegration; Stock price

Indexed keywords

EID: 0038458682     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1058-3300(03)00026-0     Document Type: Article

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