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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

Dynamic capital mobility, capital-market risk, and contagion : evidence from seven Asian countries

Min, Hong-ghi; McDonald, Judith A.; Choung, Jaeyong - In: Japan and the world economy : international journal of … 15 (2003) 2, pp. 161-183

Persistent link: https://www.econbiz.de/10001745123

Sources of real exchange-rate fluctuations : empirical evidence from four pacific basin countries

Chen, Show-lin - In: Southern economic journal 63 (1997) 3, pp. 776-787

Persistent link: https://www.econbiz.de/10001213592

Dynamic capital mobility, capital market risk, and exchange rate misalignment : evidence from seven Asian countries

Min, Hong-ghi - 1998

Persistent link: https://www.econbiz.de/10001371400

Exchange Rate and Stock Price Interaction in Major Asian Markets : Evidence for Individual Countries and Panels Allowing for Structural Breaks

Hooi Hooi Lean - 2012

This article examines the relationship between exchange rates and stock prices in eight Asian countries. We test for cointegration and Granger causality for both individual countries using the Gregory and Hansen cointegration test that accommodates a structural break in the cointegrating vector,...

Persistent link: https://www.econbiz.de/10013105545

Linear and Nonlinear Monetary Approaches to the Exchange Rate of the Philippines Peso-Japanese Yen

Liew, Venus Khim-Sen - 2009

determinants implied by the reduced-form flexible-price monetary model for the Philippines, using Breitung's (2001) nonlinear … trade relationship between the Philippines and Japan. Results from various monetary restrictions tests suggest that other …

Persistent link: https://www.econbiz.de/10013158777