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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

Volatility spillovers and macroeconomic announcements : evidence from crude oil markets

Belgacem, Aymen; Creti, Anna; Guesmi, Khaled; Lahiani, Amine - In: Applied economics 47 (2015) 28/30, pp. 2974-2984

Persistent link: https://www.econbiz.de/10011289395

Why is it so difficult to outperform the random walk? : an application of the Meese-Rogoff puzzle to stock prices

Moosa, Imad A.; Vaz, John - In: Applied economics 47 (2015) 4/6, pp. 398-407

Persistent link: https://www.econbiz.de/10010463372

Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches

Tiwari, Aviral Kumar; Pathak, Rajesh; DasGupta, Ranjan; … - In: Applied economics 53 (2021) 58, pp. 6770-6788

Persistent link: https://www.econbiz.de/10012697968

Is gold a weak or strong hedge and safe haven against stocks? : robust evidences from three major gold-consuming countries

Dar, Arif Billah; Maitra, Debasish - In: Applied economics 49 (2017) 53, pp. 5491-5503

Persistent link: https://www.econbiz.de/10011845191

Housing prices, stock prices and the US economy

Upadhyaya, Kamal Prasad; Dhakal, Dharmendra Purush; … - In: Applied economics 49 (2017) 59, pp. 5916-5922

Persistent link: https://www.econbiz.de/10011845857

Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes

Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: Applied economics 49 (2017) 18, pp. 1794-1807

Persistent link: https://www.econbiz.de/10011815423

The effect of quantitative easing on stock prices : a structural time series approach

Al-Jassar, Sulaiman A.; Moosa, Imad A. - In: Applied economics 51 (2019) 17, pp. 1817-1827

Persistent link: https://www.econbiz.de/10012196605

Information in stock prices : the case of the 2016 U.S. presidential election

Blau, Benjamin; Griffith, Todd; Whitby, Ryan J. - In: Applied economics 51 (2019) 40, pp. 4385-4396

Persistent link: https://www.econbiz.de/10012197017