Exchange Rate, Interest Rates, and Stock Market Cointegration.
Adirek VajrapatkulPublished in: ICEME (2023)
Keyphrases
- stock market
- exchange rate
- stock price
- currency exchange
- foreign exchange
- financial time series
- stock exchange
- financial markets
- monetary policy
- short term
- financial data
- trading rules
- stock market data
- stock trading
- stock returns
- stock data
- financial news
- long term
- stock index futures
- dynamic programming
- listed companies
- non stationary
- portfolio optimization
- data analysis
- decision makers