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Is domestic stock price cointegrated with exchange rate and foreign stock price? : evidence from Malaysia
Kabir, Sarkar Humayun; Bashar, Omar K. M. R.; Masih, … - In: The journal of developing areas 48 (2014) 3, pp. 285-302
Persistent link: https://www.econbiz.de/10010408430
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External stocks and volatility overflow among the exchange rate of the Yen, Nikkei, TOPIX and sectoral stock indices
Sultonov, Mirzosaid - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-13
In this paper, we examined the changes in volatility overflow among the exchange rate of the Japanese yen (JPY), the Nikkei Stock Average (Nikkei), the Tokyo Stock Price Index (TOPIX) and the TOPIX sectoral indices for the period of 10 February 2016 to 24 March 2017. We employed the exponential...
Persistent link: https://www.econbiz.de/10012797403
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Time varying causality between stock market and exchange rate : evidence from Turkey, Japan and England
Zeren, Feyyaz; Koc, Mustafa - In: Economic research 29 (2016) 1, pp. 696-705
Persistent link: https://www.econbiz.de/10012221798
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Financial market volatility and the world-wide fall in inflation
Gruen, David W. R. - 1995
Persistent link: https://www.econbiz.de/10000956665
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Australian financial market volatility : an exploration of cross-country and cross-market linkages
Kortian, Tro; O'Regan, James - 1996
Persistent link: https://www.econbiz.de/10000956668
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Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate
Yau, Hwey-Yun; Nieh, Chien-chung - In: Journal of Asian economics 17 (2006) 3, pp. 535-552
Persistent link: https://www.econbiz.de/10003347774
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Asset prices and exchange rates : a time dependent approach
Piccillo, Giulia - 2008
Persistent link: https://www.econbiz.de/10003824646
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Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan
Yau, Hwey-Yun; Nieh, Chien-chung - In: Japan and the world economy : international journal of … 21 (2009) 3, pp. 292-300
Persistent link: https://www.econbiz.de/10003881990
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Exchange rates, interventions, and the predictability of stock returns in Japan
Hartmann, Daniel; Pierdzioch, Christian - In: Journal of multinational financial management 17 (2007) 2, pp. 155-172
Persistent link: https://www.econbiz.de/10003441987
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Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu; McAleer, Michael - In: The econometrics journal 10 (2007) 1, pp. 113-123
Persistent link: https://www.econbiz.de/10003451750