Forex and financial markets dynamics: A case of China and ASEAN

Forex and financial markets dynamics: A case of China and ASEAN

The paper aims to investigate the possible dual causality between exchange rates and stock indices of China and ASEAN using Structural Vector Auto-Regressive Model (SVAR). The paper has analysed the dynamic relationships between the Yuan and the Shanghai Composite Index and Shenzhen Stock Index in t...

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Bibliographic Details
Main Authors: Mohammad Uzair Akram, Kashif Zaheer Malik, Ali Imtiaz, Ammar Aftab
Format: Article
Language:English
Published: Taylor & Francis Group 2020-01-01
Series:Cogent Economics & Finance
Subjects:
causality
exchange rates
stock market
var
china
asean
Online Access:http://dx.doi.org/10.1080/23322039.2020.1756144

Internet

http://dx.doi.org/10.1080/23322039.2020.1756144

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