期刊A-long-run-relationship-between-stock-price-index-and-exchange-ra.pdfVIP

Int. Fin. Markets, Inst. and Money 25 (2013) 106–118 Contents lists available at SciVerse ScienceDirect Journal of International Financial Markets, Institutions Money journal homepage: /locate/intfin A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach Athanasios Tsagkanos ∗, Costas Siriopoulos Department of Business Administration, University of Pat