Do financial crises matter for nonlinear exchange rate and stock market cointegration? a heterogeneous nonlinear panel data model with pmg approach

HIGHLIGHTS

• who: Mosab I. Tabash and collaborators from the Department of Business Administration, College of Business, Al Ain University have published the paper: Do Financial Crises Matter for Nonlinear Exchange Rate and Stock Market Cointegration? A Heterogeneous Nonlinear Panel Data Model with PMG Approach, in the Journal: (JOURNAL) of 08,/01/2010
• what: This study examines the role of the crisis in affecting the nonlinear causality flowing from the exchange rates toward the stock market indexes of the ASEAN-5 region. The major reason for the fluctuations in stock indexes due to the appreciation or depreciation . . .
  

   

  

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