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Exchange rates and fundamentals : a bootstrap panel data analysis

Xie, Zixiong; Chen, Shyh-Wei - In: Economic modelling 78 (2019), pp. 209-224

Persistent link: https://www.econbiz.de/10012198935

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

Arbitrage, covered interest parity and cointegration analysis on the NTD/USD forex market revisited

Kuo-Shing, Chen; Chun-Ming, Chen; Chien-Chiang, Lee - In: International journal of economics and financial issues … 7 (2017) 1, pp. 420-428

Persistent link: https://www.econbiz.de/10011784549

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

Causal relationship between international trade and exchange rate uncertainty in Eswatini

Shongwe, Silindzele S.; Emenike, Kalu O. - In: Journal of business and economic analysis : (JBEA) 6 (2023) 2, pp. 137-148

This study examines the relationship between international trade and exchange rate uncertainty in Eswatini. The specific objectives were to establish the nature of relationship between import and exchange rate uncertainty, relationship between export trade and exchange rate uncertainty, and the...

Persistent link: https://www.econbiz.de/10015049783