Chen, Shyh-Wei; Chen, Tzu-Chun - In: Journal of Economic Studies 39 (2012) May, pp. 231-259
Purpose – The purpose of this paper is to examine the relationship between stock prices and exchange rates in 12 OECD countries. Design/methodology/approach – The authors examine the nexus of stock prices and exchange rates for 12 OECD countries by using the vector error correction model,...
