Analysis of Mean Spillover Effect of Equity Returns

Exchange rate yield equation mean spillover effect test

Monetary Market Interest Rate Equations Mean Spillover Effect Test

The Mean Spillover Effect of Exchange Market to the Stock Market

F = 2.46***

The Mean Spillover Effect of Stock Market to Foreign Exchange Market F = 0.699

The Mean Spillover Effect of Stock Market to Money Market

F = 1.74*

The Mean Spillover Effect of Money Market To Stock Market

F = 4.25***

The Mean Spillover Effect of Money Market To Exchange Market F = 2.15**

The Mean Spillover Effect of Money Market To Exchange Market

F = 1.85**