id sid eid entity type fbem-26814 1 1 2766-824x QUANTITY fbem-26814 1 2 17 CARDINAL fbem-26814 1 3 1 CARDINAL fbem-26814 1 4 2024 96 DATE fbem-26814 1 5 kexin zhang college of business and economics PERSON fbem-26814 1 6 australian national university ORG fbem-26814 1 7 acton PERSON fbem-26814 1 8 2601 CARDINAL fbem-26814 1 9 australia GPE fbem-26814 2 1 recent years DATE fbem-26814 4 1 two CARDINAL fbem-26814 8 1 1 CARDINAL fbem-26814 14 1 1-2 CARDINAL fbem-26814 17 1 first ORDINAL fbem-26814 18 1 second ORDINAL fbem-26814 20 1 2 CARDINAL fbem-26814 20 2 3 CARDINAL fbem-26814 27 1 2.1 CARDINAL fbem-26814 30 1 two CARDINAL fbem-26814 33 1 4 CARDINAL fbem-26814 36 1 2.2 CARDINAL fbem-26814 38 1 5 CARDINAL fbem-26814 41 1 the fama-french ORG fbem-26814 41 2 three 97 CARDINAL fbem-26814 42 1 2.3 CARDINAL fbem-26814 48 1 3 CARDINAL fbem-26814 48 2 3.1 CARDINAL fbem-26814 48 3 bloomberg ORG fbem-26814 49 1 daily DATE fbem-26814 52 1 3.2 CARDINAL fbem-26814 56 1 3.3 CARDINAL fbem-26814 60 1 two CARDINAL fbem-26814 63 1 granger causality PERSON fbem-26814 64 1 3.4 CARDINAL fbem-26814 69 1 4 CARDINAL fbem-26814 69 2 4.1 CARDINAL fbem-26814 70 1 1 CARDINAL fbem-26814 71 1 1 CARDINAL fbem-26814 73 1 3000.00 CARDINAL fbem-26814 73 2 2000.00 CARDINAL fbem-26814 73 3 4000.00 CARDINAL fbem-26814 74 1 about 2.50% PERCENT fbem-26814 74 2 1.00% to 4.00% PERCENT fbem-26814 75 1 100.00onaveragewitha20.00 CARDINAL fbem-26814 75 2 60.00โˆ’150.00 CARDINAL fbem-26814 76 1 -0.01% PERCENT fbem-26814 76 2 0.02% PERCENT fbem-26814 76 3 between -0.05% PERCENT fbem-26814 76 4 0.03% PERCENT fbem-26814 78 1 4.2 CARDINAL fbem-26814 78 2 kwiatkowski-phillips-schmidt PERSON fbem-26814 79 1 first ORDINAL fbem-26814 81 1 two CARDINAL fbem-26814 81 2 johansen PERSON fbem-26814 82 1 3000.00 CARDINAL fbem-26814 82 2 4000.00 CARDINAL fbem-26814 82 3 2.50% PERCENT fbem-26814 82 4 0.50% PERCENT fbem-26814 82 5 1.00% PERCENT fbem-26814 82 6 4.00% PERCENT fbem-26814 82 7 100.00 CARDINAL fbem-26814 82 8 150.00 CARDINAL fbem-26814 82 9 -0.01% PERCENT fbem-26814 82 10 0.02% PERCENT fbem-26814 82 11 -0.05% PERCENT fbem-26814 82 12 0.03% PERCENT fbem-26814 82 13 98 CARDINAL fbem-26814 83 1 4.3 CARDINAL fbem-26814 85 1 2 CARDINAL fbem-26814 86 1 2 CARDINAL fbem-26814 86 2 0.50 CARDINAL fbem-26814 86 3 0.0001 CARDINAL fbem-26814 86 4 0.05 -4.00 0.0005 MONEY fbem-26814 86 5 0.30 0.07 4.29 MONEY fbem-26814 86 6 0.15 CARDINAL fbem-26814 86 7 0.50 CARDINAL fbem-26814 87 1 0.10 CARDINAL fbem-26814 87 2 5.00 CARDINAL fbem-26814 87 3 0.0001 CARDINAL fbem-26814 88 1 99.99% PERCENT fbem-26814 89 1 0.05 CARDINAL fbem-26814 89 2 -4.00 CARDINAL fbem-26814 89 3 99.95% PERCENT fbem-26814 90 1 0.30 CARDINAL fbem-26814 90 2 4.29 CARDINAL fbem-26814 90 3 0.07 CARDINAL fbem-26814 90 4 0.0008 CARDINAL fbem-26814 90 5 99.92% PERCENT fbem-26814 91 1 0.15 CARDINAL fbem-26814 91 2 0.03 CARDINAL fbem-26814 91 3 5.00 CARDINAL fbem-26814 91 4 0.0001 CARDINAL fbem-26814 91 5 99.99% PERCENT fbem-26814 93 1 4.4 CARDINAL fbem-26814 94 1 granger causality PERSON fbem-26814 94 2 granger causality PERSON fbem-26814 96 1 first ORDINAL fbem-26814 98 1 two CARDINAL fbem-26814 98 2 1 CARDINAL fbem-26814 99 1 2 CARDINAL fbem-26814 102 1 ๐‘–=1 ๐‘ฆ๐‘กโˆ’๐‘– EVENT fbem-26814 102 2 1 CARDINAL fbem-26814 102 3 aic PERSON fbem-26814 103 1 ๐‘–=1 GPE fbem-26814 104 1 2 CARDINAL fbem-26814 104 2 0 CARDINAL fbem-26814 104 3 โ‰  0 PERSON fbem-26814 105 1 b. granger PERSON fbem-26814 106 1 one CARDINAL fbem-26814 106 2 0.05 CARDINAL fbem-26814 107 1 1 CARDINAL fbem-26814 107 2 2 CARDINAL fbem-26814 109 1 0.05 CARDINAL fbem-26814 109 2 granger causality PERSON fbem-26814 110 1 0.05 CARDINAL fbem-26814 111 1 two CARDINAL fbem-26814 112 1 5 CARDINAL fbem-26814 117 1 1 CARDINAL fbem-26814 118 1 edward elgar PERSON fbem-26814 118 2 2009 DATE fbem-26814 119 1 99 CARDINAL fbem-26814 120 1 2 CARDINAL fbem-26814 120 2 thoenissen c. exchange rate ORG fbem-26814 122 1 2011 DATE fbem-26814 122 2 15(1 DATE fbem-26814 122 3 119 CARDINAL fbem-26814 123 1 3 CARDINAL fbem-26814 123 2 chinn m ORG fbem-26814 123 3 us GPE fbem-26814 124 1 2001 DATE fbem-26814 124 2 439 CARDINAL fbem-26814 125 1 4 CARDINAL fbem-26814 125 2 the thai foreign exchange ORG fbem-26814 127 1 journal of banking & finance ORG fbem-26814 127 2 2021 CARDINAL fbem-26814 127 3 124 CARDINAL fbem-26814 127 4 106036 DATE fbem-26814 128 1 5 CARDINAL fbem-26814 128 2 kouri p ORG fbem-26814 128 3 j k. PERSON fbem-26814 130 1 national bureau of economic research ORG fbem-26814 130 2 1981 DATE