Dynamic Stock Dependence and Monetary Variables in the United States (2000- 2016): A Copula and Neural Network Approach
This paper investigates dynamic dependence between the American Stock Market (S&P 500) and the World Share Market (MSCIW) and examines whether key monetary variables (short and long-term interest rates, interest rate spreads, and exchange rate) explain changes in this relation, during the period Jan...
Guardat en:
| Publicat a: | Lecturas de Economía |
|---|---|
| Autors principals: | , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Universidad de Antioquia
2022
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| Matèries: | |
| Accés en línia: | https://www.redalyc.org/articulo.oa?id=155271243007 https://www.redalyc.org/journal/1552/155271243007/ https://www.redalyc.org/journal/1552/155271243007/html/ https://www.redalyc.org/journal/1552/155271243007/155271243007.epub https://www.redalyc.org/journal/1552/155271243007/movil |
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