Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries

  • Juan Carlos Cuestas, Bo Tang
  • Studies in Nonlinear Dynamics and Econometrics, January 2017, De Gruyter
  • DOI: 10.1515/snde-2016-0042

The authors haven't finished explaining this publication. If you are the author, sign in to claim or explain your work.

Read Publication

http://dx.doi.org/10.1515/snde-2016-0042

The following have contributed to this page: Dr Bo Tang

In partnership with: