Keywords: Portfolio equity
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Journal Articles
Journal of Economic Studies (2019) 46 (2): 399–421.
Published: 04 March 2019
...Andriansyah Andriansyah; George Messinis Purpose The purpose of this paper is to develop a new framework to test the hypothesis that portfolio model predicts a negative correlation between stock prices and exchange rates in a trivariate transmission channel for foreign portfolio equity investment...

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