Are there asymmetric linkages between African stocks and exchange rates?

被引：25
作者：
Owusu, Peterson Junior [1 ]
Tweneboah, George [1 ]
机构：
[1] Univ Witwatersrand, Wits Business Sch, 2 St Davids Pl, Johannesburg, South Africa
来源：
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE | 2020年 / 54卷
关键词：
Exchange rates; African stocks; Ensemble Empirical Mode Decomposition (EEMD); Decomposition-based Quantile-in-Quantile Regressions (QQR); EMPIRICAL MODE DECOMPOSITION; CO-MOVEMENTS; TIME-SERIES; PRICES; DYNAMICS; EMD; COUNTRIES; RETURNS; MARKETS; BRICS;
D O I：
10.1016/j.ribaf.2020.101245
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页数：19
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