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Exchange rate and stock price interaction in major Asian markets : evidence for individual countries and panels allowing for structural breaks

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Persistent link: https://www.econbiz.de/10009235623

Exchange Rate and Stock Price Interaction in Major Asian Markets : Evidence for Individual Countries and Panels Allowing for Structural Breaks

Hooi Hooi Lean - 2012

a structural break in the cointegrating vector, and for a panel using the Westerlund panel Lagrange multiplier (LM … prices. Employing the panel LM cointegration test with multiple structural breaks, we find that exchange rates and stock …

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Openness and economic growth : evidence from selected ASEAN countries

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Forces of economic growth in China, India, and other Asian countries

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Are currency devaluations effective? : A panel unit root test

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Indicators of financial crises do work! : An early-warning system for six Asian countries

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Financing East Asia's success : comparative financial development in eight Asian countries

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Asian financial development : a comparative perspective of 8 countries

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