Relación entre los índices accionarios y el tipo de cambio de los mercados asiáticos: Un enfoque de regresión cuantil
DOI:
https://doi.org/10.29105/vtga6.1-548Keywords:
Tipo de cambio, Mercado Accionario, Mercado Asiático, Desempeño financieroAbstract
This study uses historical data from five Asian
developed economies (Hong Kong, Japan,
Singapore, Australia and New Zealand) and one
emerging economy (South Korea) these are included
in the Bank for International Settlements (BIS)
Narrow Basket Index (NBI) to evaluate the type of
relationship and impact between market prices (HSI,
Nikkei 225, STI, S&P/ASX 200 and NZSX 50) and
the exchange rate (USD), during the period from
(01:2003 to 12:2018).
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