The paper examines the impact of economic integration on the relationship between the currency and equity markets for a group of Asian emerging economies using both linear and non-linear frameworks. We first derive the dynamic conditional correlations between the two markets and then examine the...

This study examines the role of financial integration on exchange market pressure (EMP) across a representative group of forty-two advanced and emerging markets over the period 2000-2019, which covers the global financial crisis, which has heightened monetary and economic policy uncertainty. We...

This study examines the influence of economic integration, both real and financial, on exchange market pressure (EMP), along with considering external monetary and economic policy uncertainties. Our analysis is based on a group of Asian emerging markets over the period 2000-2018, which covers...