Similar Search Results

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

Stock prices and real exchange rate movements in the Gulf Cooperation Council

Hassanain, Khalifa - In: International journal of economics and financial issues … 7 (2017) 1, pp. 92-96

Persistent link: https://www.econbiz.de/10011784428

Real exchange rate returns and real stock price returns in the stock market of Malaysia

Wong, Hock Tsen - In: The Singapore economic review : journal of the Economic … 64 (2019) 5, pp. 1319-1349

Persistent link: https://www.econbiz.de/10012295208

Currency appreciation and stock transactions in Australia

Mitra, Rajarshi - In: The empirical economics letters : a monthly … 19 (2020) 4, pp. 281-290

Persistent link: https://www.econbiz.de/10012596262

The effect of output and the real exchange rate on equity price dynamics

Alovokpinhou, Sedjro Aaron; Malikane, Christopher - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014534828

The impact of real exchange rates on real stock prices

Wong, Hock Tsen - In: Journal of economics, finance & administrative science 27 (2022) 54, pp. 262-276

Purpose - The study examines the impact of real exchange rates and asymmetric real exchange rates on real stock prices in Malaysia, the Philippines, Singapore, Korea, Japan, the United Kingdom (UK), Germany, Hong Kong and Indonesia. Design/methodology/approach - This study uses the asymmetric...

Persistent link: https://www.econbiz.de/10014339120

The Effect of Non-Trading Days on Volatility Forecasts in Equity Markets

Lyocsa, Stefan - 2017

issue is particularly important for persistent time series, we focus on volatility modelling, specifically modelling of … realized volatility. We suggest a simple way of adjusting volatility models, which we illustrate on an AR(1) model and the HAR … more than 15 years, and we find that our extension improves the volatility models—both in sample and out of sample. For HAR …

Persistent link: https://www.econbiz.de/10012952580

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

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

International Stock Return Differentials and Real Exchange Rate Changes

Malliaropulos, Dimitris - 2022

This article investigates the link between international stock return differentials relative to the US and deviations from relative Purchasing Power Parity. Assuming that the real exchange rate and the relative stock price between two countries contain both permanent and temporary components, we...

Persistent link: https://www.econbiz.de/10013491880

1
2
3
4
5
6
7
8
9
10
Next
Last