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CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL

Hussain, Huzaimi; Liew, Venus Khim-Sen - EconWPA - 2004

Using Granger (1969), Sim (1972) and Geweke et al. (1982) causality tests, this study finds a feedback causal relationship between exchange rate and stock price in Malaysia, whereas a unidirectional causal relationship running from exchange rate to stock price in Thailand. The stock markets of...

Persistent link: https://www.econbiz.de/10005556595

Monetary policy and exchange market pressure : evidence from sub-Saharan Africa

Fiador, Vera Ogeh; Biekpe, Nicholas - In: Applied economics 47 (2015) 37/39, pp. 3921-3937

Persistent link: https://www.econbiz.de/10011294679

Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data

Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695

Persistent link: https://www.econbiz.de/10011293469

Bilateral real exchange rates and migration

Keita, Sekou - In: Applied economics 48 (2016) 31/33, pp. 2937-2951

Persistent link: https://www.econbiz.de/10011615231

Does oil price variability affect ASEAN exchange rates? : evidence from panel cointegration test

Kisswani, Khalid M. - In: Applied economics 48 (2016) 19/21, pp. 1831-1839

Persistent link: https://www.econbiz.de/10011589857

Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies

Umar, Zaghum; Mukhriz Izraf Azman Aziz; Zaremba, Adam; … - In: Applied economics 55 (2023) 23, pp. 2676-2693

Persistent link: https://www.econbiz.de/10014295219

Yield curve shapes and foreign exchange rates : the term structure of interest rates model approach

Ishii, Hokuto - In: Applied economics 55 (2023) 38, pp. 4402-4414

Persistent link: https://www.econbiz.de/10014301246

Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey

Kladívko, Kamil; Österholm, Pär - In: Applied economics 56 (2024) 17, pp. 2077-2088

Persistent link: https://www.econbiz.de/10014475262

The asymmetric relationship between structural oil shocks and food prices : evidence from Saudi Arabia

Almalki, Abdullah Mohammed; Ul Hassan, Mehboob; Md … - In: Applied economics 54 (2022) 54, pp. 6216-6233

Persistent link: https://www.econbiz.de/10013411362

The Real Interest Differential Model after Twenty Years

Isaac, Alan G.; Mel, Suresh de - EconWPA - 1999

It has been twenty years since Frankel (1979) offered the classic empirical support for the Dornbusch (1976) overshooting model against the simple monetary approach model, and almost that long since Driskill and Sheffrin (1981) uncovered some important inconsistencies between Frankel’s...

Persistent link: https://www.econbiz.de/10005124947