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Asymmetrical relationship between oil prices, gold prices, exchange rate, and stock prices during global financial crisis 2008 : evidence from Pakistan
Sheikh, Umaid A.; Asad, Muzaffar; Ahmed, Zahid; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20
symmetrical or asymmetrical in nature. This study employed nonlinear autoregressive distributed lag models for the times before …
Persistent link: https://www.econbiz.de/10012622267
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An exploration of dynamical relationships between macroeconomic variables and stock prices in Korea
Lee, Jung Wan; Brahmasrene, Tantatape - In: Journal of Asian finance, economics and business : JAFEB 5 (2018) 3, pp. 7-17
Persistent link: https://www.econbiz.de/10011918862
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Do macroeconomic volatilities affect stock price volatility in Pakistan? : an empirical assessment using firm-level data
Rashid, Abdul; Rauf, Rashid; Imran, Muhammad - In: Pakistan journal of applied economics : PJAE 32 (2022) 2, pp. 145-168
Persistent link: https://www.econbiz.de/10014449798
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On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007-2010
Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - In: International review of financial analysis 33 (2014), pp. 87-103
Persistent link: https://www.econbiz.de/10010520069
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Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression
Hsu, Tzu-Kuang - In: International journal of economics and finance 8 (2016) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10011427778
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The relationship between stock prices and exchange rates in South Africa and Nigeria : structural breaks analysis
Fowowe, Babajide - In: International review of applied economics 29 (2015) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10010533066
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The impact of monetary policy on financial markets in small open economies : more or less effective during the global financial crisis?
Pennings, Steven; Ramayandi, Arief; Hsiao Chink Tang - 2011
This paper estimates the impact of monetary policy on exchange rates and stock markets for eight small open economies: Australia, Canada, the Republic of Korea, New Zealand, the United Kingdom, Indonesia, Malaysia and Thailand. On average across these countries, a one percentage point surprise...
Persistent link: https://www.econbiz.de/10011282915
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Short-run determinants of the IDR/USD exchange rate : a simultaneous-equation model
Hsing, Yu - In: Global economy journal : GEJ 15 (2015) 3, pp. 311-318
Persistent link: https://www.econbiz.de/10011381859
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On the relation between stock prices and exchange rates : a review article
Bahmani-Oskooee, Mohsen; Saha, Sujata - In: Journal of economic studies 42 (2015) 4, pp. 707-732
Persistent link: https://www.econbiz.de/10011348942
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Exchange rates and asset prices : heterogeneous agents at work
Piccillo, Giulia - 2013
This paper merges two branches of the literature. On one hand we study a heterogeneous agents framework to model exchange rates and stock prices. On the other hand we model the relationship between these two series through a DSGE model. Investors choose one of two rules to form their...
Persistent link: https://www.econbiz.de/10009748370