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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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The nonlinear relationships between stock indexes and exchange rates
Ho, Liang-Chun; Huang, Chia-Hsing - In: Japan and the world economy : international journal of … 33 (2015), pp. 20-27
Persistent link: https://www.econbiz.de/10011313257
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A bivariate causality between stock prices and exchange rates : evidence from recent Asia flu
Granger, C. W. J.; Huang, Bwo-nung; Yang, Chin-wei - 1998
Persistent link: https://www.econbiz.de/10000988767
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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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Interactions between stock prices and exchange rates : an application of multivariate VAR-GARCH model
Manasseh, Charles O.; Chukwu, Ndubuisi O.; Abada, Felicia C. - In: Cogent economics & finance 7 (2019) 1, pp. 1-19
The study examined stock prices (SP) and exchange rate (ER) interactions with multivariate VAR-GARCH model using monthly data from January 2000 to October 2014. The results of the Engle and Granger and Johansen cointegration test show that there is stable long-term relationship between SP and...
Persistent link: https://www.econbiz.de/10014232542
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Dynamic relations between stock returns and exchange rate changes
Inci, Ahmet Can; Lee, Bong-soo - In: European financial management : the journal of the … 20 (2014) 1, pp. 71-106
Persistent link: https://www.econbiz.de/10010248858
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A note on the interaction between stock prices and exchange rates in Middle-East economies
Parsva, Parham; Tang, Chor Foon - In: Economic research 30 (2017) 1,1, pp. 836-844
Persistent link: https://www.econbiz.de/10012224115
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A study of the interaction between exchange rates and stock market prices
Dash, Mihir; Sahu, Ajit Kumar - In: International journal of economics and business research 15 (2018) 4, pp. 541-549
Persistent link: https://www.econbiz.de/10011991637
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Brazil-US trade balance and exchange rate : dynamic empirics
Mustafa, Muhammad; Rahman, A. K. M. Matiur; … - In: The journal of developing areas 49 (2015) 3, pp. 151-164
Persistent link: https://www.econbiz.de/10011450130
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A VAR approach to exchange rate and economic growth in Nigeria
Okonkwo, Ukwuoma Chidi; Ujumadu, Rosary N.; Osu, Bright O. - In: Journal of mathematical finance 7 (2017) 4, pp. 834-845
Persistent link: https://www.econbiz.de/10011789094