
Granger Causality of Exchange Rates And Stock Indices in 10 Emerging Market Countries: During Quantitative Easing and Tapering Off Period
Author(s) -
Samitra Rismadani
Publication year - 2019
Language(s) - English
Resource type - Conference proceedings
DOI - 10.2991/icbmr-18.2019.6
Subject(s) - granger causality , quantitative easing , tapering , period (music) , monetary economics , economics , econometrics , stock (firearms) , exchange rate , emerging markets , central bank , monetary policy , computer science , macroeconomics , geography , physics , computer graphics (images) , acoustics , archaeology