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Stock market investment and inflation : evidence from the United States and Canada
Sami, Janesh - In: Review of Economic Analysis : REA 13 (2021) 3, pp. 339-365
distributed lag (ARDL) cointegration test developed by Pesaran, Shin, and Smith (2001), and finds evidence of a positive long …
Persistent link: https://www.econbiz.de/10012886334
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Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach
Koulakiotis, Athanasios; Kiohos, Apostolis; Babalos, … - In: Applied economics 47 (2015) 13/15, pp. 1273-1285
Persistent link: https://www.econbiz.de/10010512069
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Do financial crises matter for nonlinear exchange rate and stock market cointegration? : a heterogeneous nonlinear panel data model with PMG approach
Tabash, Mosab I.; Sheikh, Umaid A.; Matar, Ali; Ahmed, Adel - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-22
the conventional symmetrical panel ARDL (PARDL) model was not able to formulate long-run cointegration between currency …. However, asymmetrical cointegration was established between the currency values and stock market indexes for the pre …
Persistent link: https://www.econbiz.de/10013545812
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A long-run relationship between stock price index and exchange rate : a structural nonparametric cointegration regression approach
Tsagkanos, Athanasios; Siriopoulos, Costas - In: Journal of international financial markets, … 25 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10009762800
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Analyzing time-frequency relationship between interest rate, stock price and exchange rate through continuous wavelet
Andrieş, Alin Marius; Ihnatov, Iulian; Tiwari, Aviral Kumar - In: Economic modelling 41 (2014), pp. 227-238
Persistent link: https://www.econbiz.de/10010438349
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The stock market, exchange rate and macro-economy : an empirical investigation
Morley, Bruce - 1997
Persistent link: https://www.econbiz.de/10001530605
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Relationship between exchnage rates and stock prices : evidence from Bahrain financial markets
Tahir, Rizwan; Kayani, Zafar I. - In: Journal of world economic review 15 (2020) 1, pp. 103-109
Persistent link: https://www.econbiz.de/10012670429
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Interactions between stock prices and exchange rates : an application of multivariate VAR-GARCH model
Manasseh, Charles O.; Chukwu, Ndubuisi O.; Abada, Felicia C. - In: Cogent economics & finance 7 (2019) 1, pp. 1-19
monthly data from January 2000 to October 2014. The results of the Engle and Granger and Johansen cointegration test show that …
Persistent link: https://www.econbiz.de/10014232542
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Stocks as a Hedge against Inflation : Does Corporate Profitability Keep Up with Inflation?
Park, Sangkyun - 2022
Fundamentally, stocks are a good hedge against inflation if corporate profitability keeps up with inflation. Using monthly stock-market data covering over 151 years from 1871 to 2022, this paper analyzes the relationship between inflation and corporate profitability, measured by...
Persistent link: https://www.econbiz.de/10014236607
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Determinants of foreign institutional investment in India : an empirical analysis
Srinivasan, P.; Kalaivani, M. - In: Global business review 16 (2015) 3, pp. 364-376
Persistent link: https://www.econbiz.de/10011408772