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Bivariate Causality between Exchange Rates and Stock Prices in Malaysia

Ghazali, Mohd Fahmi - 2010

The main purpose of this paper is to examine the relationship between stock prices and exchange rates in Malaysia. This research considers high-frequency data of USD-MYR exchange rates and Kuala Lumpur Composite Index (KLSE) from July 22, 2005 to March 23, 2007, which is the period when the MYR...

Persistent link: https://www.econbiz.de/10013148464

The foreign exchange and stock market nexus : new international evidence

Xie, Zixiong; Chen, Shyh-Wei; Wu, An-chia - In: International review of economics & finance : IREF 67 (2020), pp. 240-266

Persistent link: https://www.econbiz.de/10012485915

Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain

Warshaw, Evan - In: International review of economics & finance : IREF 68 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012486281

The impact of US Dollar index on emerging stock markets : a simultaneous granger causality and rolling correlation analysis

Ilalan, Deniz; Pirgaip, Burak - In: Research in finance 35 (2019), pp. 145-154

Persistent link: https://www.econbiz.de/10012228137

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

Short-run dynamics of stock price and exchange rate in Vietnam

Huy, Tran Quang - In: Vietnam's socio-economic development : a social science … (2017) 89, pp. 19-29

Persistent link: https://www.econbiz.de/10011724501

Causality between stock prices and exchange rates in Turkey : empirical evidence from the ARDL bounds test and a combined cointegration approach

Türsoy, Turgut - In: International Journal of Financial Studies : open … 5 (2017) 1, pp. 1-10

This paper investigates the interaction between stock prices and real exchange rates by applying monthly data from Turkey for the period between January 2001 and September 2016. This study uses the autoregressive distributed lag (ARDL) model and the Error Correction Model (ECM) in order to...

Persistent link: https://www.econbiz.de/10011649295

Do financial structures affect exchange rate and stock price interaction? : evidence from emerging markets

Tang, Xiaobo; Yao, Xingyuan - In: Emerging markets review 34 (2018), pp. 64-76

Persistent link: https://www.econbiz.de/10012114668

The relationship between stock prices and exchange rates : the focus on Dar Es Salaam Stock Exchange (DSE)

John, Fredynandy M.; Kisava, Zakayo S. - In: Business and Economic Research : BER 8 (2018) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011859730

Nexus between stock market returns and economic variables : evidence from India

Chawla, Vanitha; Shweta - In: Mudra : journal of finance and accounting 4 (2017) 1, pp. 70-85

Persistent link: https://www.econbiz.de/10011855436