ResearchSpace
→
Browsing by Subject

Browsing by Subject "Currency returns"

Now showing items 1-1 of 1

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

Now showing items 1-1 of 1

Browse

All of ResearchSpace

Quick Links

Legislation and compliance

General Enquiries

Tel: + 27 12 841 2911
Email: callcentre@csir.co.za

Physical Address
Meiring Naudé Road
Brummeria
Pretoria
South Africa

Postal Address
PO Box 395
Pretoria 0001
South Africa

Social Connect

Resources on this site are free to download and reuse according to associated licensing provision. Please read the terms and conditions of usage of each resource.

Browsing by Subject "Currency returns"

Browsing by Subject "Currency returns"

Browse

All of ResearchSpace

Quick Links

Legislation and compliance

General Enquiries

Social Connect