Rubi Ahmad

Department of Finance and Banking, University of Malaya

Kuala Lumpur, Wilayah Persekutuan 50603

University of Malaya (UM)

Kuala Lumpur, Wilayah Persekutuan 50603

Malaysia

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Scholarly Papers (1)

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Economic Integration and the Currency and Equity Markets Nexus

Forthcoming in International Journal of Finance & Economics
Number of pages: 42 Posted: 12 Aug 2019 Last Revised: 25 Jun 2020
COMSATS University Islamabad, Department of Finance and Banking, University of Malaya, University of Malaya and City University London - Sir John Cass Business School
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Abstract:

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Economic integration, real exchange rate changes, stock return differentials, dynamic conditional correlations