Mroua, Mourad; Trabelsi, Lotfi - In: Journal of Economics, Finance and Administrative Science 25 (2020) 50, pp. 395-412
Purpose - This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major stock market indices of Brazil, Russia, India, China and South-Africa...
