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Exchange rate and stock price interaction in major Asian markets : evidence for individual countries and panels allowing for structural breaks
Hooi Hooi Lean; Narayan, Paresh Kumar; Smyth, Russell - In: The Singapore economic review : journal of the Economic … 56 (2011) 2, pp. 255-277
Persistent link: https://www.econbiz.de/10009235623
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Exchange Rate and Stock Price Interaction in Major Asian Markets : Evidence for Individual Countries and Panels Allowing for Structural Breaks
Hooi Hooi Lean - 2012
cointegration and Granger causality for both individual countries using the Gregory and Hansen cointegration test that accommodates …) cointegration test that allows for multiple structural breaks in the level of the individual cointegrating equations. Our results … prices. Employing the panel LM cointegration test with multiple structural breaks, we find that exchange rates and stock …
Persistent link: https://www.econbiz.de/10013105545
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Business in Asia
Smyth, Russell (contributor) - 2008
Persistent link: https://www.econbiz.de/10003722672
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Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets
Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005
Persistent link: https://www.econbiz.de/10003156287
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Applied econometrics and implications for energy economics research
Smyth, Russell; Narayan, Paresh Kumar - In: Energy economics 50 (2015), pp. 351-358
Persistent link: https://www.econbiz.de/10011564120
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The relationship between the real exchange rate and balance of payments : empirical evidence for China from cointegration and causality testing
Narayan, Paresh Kumar; Smyth, Russell - In: Applied economics letters 11 (2004) 5, pp. 287-291
Persistent link: https://www.econbiz.de/10002032962
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Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests
Narayan, Paresh Kumar; Smyth, Russell - In: Energy policy 33 (2005) 9, pp. 1109-1116
Persistent link: https://www.econbiz.de/10002651775
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Temporal causality and the dynamics of democracy, emigration and real income in Fiji
Narayan, Paresh Kumar; Smyth, Russell - In: International review of applied economics 19 (2005) 2, pp. 245-263
Persistent link: https://www.econbiz.de/10002728061
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Multivariate granger causality between electricity consumption, exports and GDP : evidence from a panel of Middle Eastern countries
Narayan, Paresh Kumar; Smyth, Russell - In: Energy policy 37 (2009) 1, pp. 229-236
Persistent link: https://www.econbiz.de/10009531246
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The energy-GDP nexus : evidence from a panel of Pacific Island countries
Mishra, Vinod; Smyth, Russell; Sharma, Susan - In: Resource and energy economics 31 (2009) 3, pp. 210-220
Persistent link: https://www.econbiz.de/10003859988