The relationship between stock returns and the foreign exchange rate: The ARDL approach

Journal of the Asia Pacific Economy

Volumn 15, Issue 4, 2010, Pages 490-508

  Tian, Gary Gang ^a   Ma, Shiguang ^a  

^a UNIVERSITY OF WOLLONGONG   (Australia)

Author keywords

ARDL cointegration; Causality; China; Exchange rate; Share market index

Indexed keywords

COINTEGRATION ANALYSIS; CURRENCY DEVALUATION; CURRENCY MARKET; EXCHANGE RATE; FINANCIAL MARKET; STOCK MARKET;

CHINA;

EID: 78149389606     PISSN: 13547860     EISSN: 14699648     Source Type: Journal    
DOI: 10.1080/13547860.2010.516171     Document Type: Article

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