Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries

DOI10.1515/snde-2016-0042OpenAlexW2265127832MaRDI QIDQ2691717

Bo Tang, Juan Carlos Cuestas

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0042

zbMATH Keywords

stock returnsNARDLasymmetric exchange rate exposureChinese industries

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Bootstrap confidence levels for phylogenetic trees

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