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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

Gold price, crude oil, exchange rate and stock markets : cointegration and neural network analysis

Rastogi, Shailesh - In: International journal of corporate finance and … 3 (2016) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10011638511

Non-stationary interest rate differentials and the role of monetary policy

Matros, Philipp; Weber, Enzo - In: International economic journal 28 (2014) 3, pp. 497-512

Persistent link: https://www.econbiz.de/10010503500

Non-stationary interest rate differentials and the role of monetary policy

Matros, Philipp; Weber, Enzo - 2011

bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential … stochastic trend into the system. Trivariate cointegration between the interest rates and the exchange rate accounts for the … ; Monetary Policy Rules ; Cointegration ; Vector-Error Correction Model …

Persistent link: https://www.econbiz.de/10009511974

Same currency, different strategies? : the (asymmetric) role of the exchange rate in shaping European agri-food exports

Fedoseeva, Svetlana - In: Applied economics 48 (2016) 10/12, pp. 1005-1017

Persistent link: https://www.econbiz.de/10011432843

Measuring the impact of exchange rate movements on domestic prices : a cointegrated VAR analysis

Cheikh, Nidhaleddine Ben; Louhichi, Waël - 2014

This paper measures the pass-through of exchange rate changes into domestic inflation within a cointegrated VAR (CVAR) framework. This issue is of particular interest for the euro area (EA) as Member Sates cede their national currencies and no longer have options of using monetary policy to...

Persistent link: https://www.econbiz.de/10011346364