A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach

By Athanasios Tsagkanos, Costas Siriopoulos. 2013

120 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f63577009db749e0ee2a08f5f986c8d308119f11