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Browsing by Author "Kanda, P"

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Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data

Author: Kanda, P ; Burke, Michael G ; Gupta, R Date: Sep 2018 We analyse the dynamics of the causal interaction between the stock and foreign exchange markets for the United Kingdom using monthly data going as far back as 1791. First, we consider static causality tests, yielding mixed results. Given the ... Read more

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Browsing by Author "Kanda, P"

Browsing by Author "Kanda, P"

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