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Subsampling Hypothesis Tests for Nonstationary Panels with Applications to Exchange Rates and Stock Prices
Choi, In; Chue, Timothy K. - 2005
support for the purchasing power parity (PPP) hypothesis. We then examine a panel of 17 developed stock market indexes, and …
Persistent link: https://www.econbiz.de/10014027534
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Relationship between major developed equity markets and major : frontier equity markets of world
Baig, Muhammad Mansoor; Bilal, Muhammad; Aslam, Waheed - In: Acta Universitatis Danubius / Oeconomica 12 (2016) 1, pp. 182-196
Persistent link: https://www.econbiz.de/10011527086
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New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
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A GARCH model for testing market efficiency
Narayan, Paresh Kumar; Liu, Ruipeng; Westerlund, Joakim - In: Journal of international financial markets, … 41 (2016), pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
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Do shocks to Islamic stock index prices have transitory effects
Shaik, Muneer - In: International Journal of Financial Markets and … 8 (2022) 4, pp. 336-358
Persistent link: https://www.econbiz.de/10014311658
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Time-varying nonlinear exchange rate exposure
Kizys, Renatas; Pierdzioch, Christian - In: Applied financial economics letters 3 (2007) 4/6, pp. 385-389
Persistent link: https://www.econbiz.de/10003605350
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International stock return differentials and real exchange rate changes
Malliaropulos, Dimitrios - In: Journal of international money and finance 17 (1998) 3, pp. 493-511
Persistent link: https://www.econbiz.de/10001246595
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Real exchange rate returns and real stock price returns
Wong, Hock Tsen - In: International review of economics & finance : IREF 49 (2017), pp. 340-352
Persistent link: https://www.econbiz.de/10011748479
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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 existing literature has explained the causality flow from the exchange rates toward the stock market without explaining the role of the economic crisis in effecting this nexus. This study examines the role of the financial crisis in affecting the nonlinear causality flowing from the exchange...
Persistent link: https://www.econbiz.de/10013545812
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International Stock Return Differentials and Real Exchange Rate Changes
Malliaropulos, Dimitris - 2022
from relative Purchasing Power Parity. Assuming that the real exchange rate and the relative stock price between two …
Persistent link: https://www.econbiz.de/10013491880