Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan

By Hwey-Yun Yau, Chien-chung Nieh. 2009

123 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e79e1b1bc6fca951f8054f21a46154e76230b7da

Citations in the corpus

• Do exchange rate changes have symmetric or asymmetric effects on stock prices (2016, unknown): “However, Yau and Nieh (2009) found evidence of a long-run equilibrium relationship between New Taiwan”