Open AccessCausality and Dynamic Relationships between Exchange Rate and Stock Market Indices in BRICS Countries: Panel/GMM and ARDL Analyses
Author(s) -
Mourad Mroua
Publication year - 2019
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3405475
Subject(s) - economics , stock market , causality (physics) , exchange rate , econometrics , panel analysis , panel data , stock exchange , granger causality , stock (firearms) , cointegration , monetary economics , geography , finance , context (archaeology) , physics , archaeology , quantum mechanics
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