What Do Stock Markets Tell Us about Exchange Rates? *

DOI10.1093/rof/rfv032zbMath1402.91669OpenAlexW3121800266MaRDI QIDQ4555577

Richard D. Payne, Gino Cenedese, Lucio Sarno, Giorgio Valente

Publication date: 20 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10.1093/rof/rfv032

zbMATH Keywords

portfolioexchange rate returnsequity returnstime-series test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

This page was built for publication: What Do Stock Markets Tell Us about Exchange Rates? *