Similar Search Results

On the relationship between stock returns and exchange rates : tests of granger causality

Ajayi, Richard A.; Friedman, Joseph; Mehdian, Seyed M. - In: Global finance journal 9 (1998) 2, pp. 241-251

Persistent link: https://www.econbiz.de/10001353083

On the relationship between stock returns and exchange rates: Tests of granger causality

Ajayi, Richard A.; Friedman, Joseph; Mehdian, Seyed M. - In: Global Finance Journal 9 (1998) 2, pp. 241-251

Persistent link: https://www.econbiz.de/10005235252

The effect of foreign debt on currency values

Ajayi, Richard A.; Choi, Jongmoo Jay - In: Journal of Economics and Business 45 (1993) 3-4, pp. 331-340

Persistent link: https://www.econbiz.de/10005301859

A variance ratio test of random walks in exchange rates: Evidence from Pacific Basin economies

Ajayi, Richard A.; Karemera, David - In: Pacific-Basin Finance Journal 4 (1996) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10005372357

Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates

Mougoue, Mbodja; Noula, Armand Gilbert; Ajayi, Richard A. - In: Review of Applied Economics 4 (2008) 1-2

This paper employs linear and nonlinear Granger causality tests to re-examine the dynamic relation between daily Eurodollar and U.S. certificates of deposit rates during the July 16, 1973 to May 1, 2006 period. This study also conducts sub-period analysis based on the switching regression...

Persistent link: https://www.econbiz.de/10005014777

On the Dynamic Relation Between Stock Prices and Exchange Rates

Ajayi, Richard A.; Mougoué, Mbodja - In: The journal of financial research : a publ. of the … 19 (1996) 2, pp. 193-208

Persistent link: https://www.econbiz.de/10007327511

The Effect of Foreign Debt on Currency Values

Ajayi, Richard A.; Choi, Jongmoo Jay - In: Journal of economics and business 45 (1993) 3-4, pp. 331-340

Persistent link: https://www.econbiz.de/10006006323

On the Relationship Between Stock Returns and Exchange Rates: Tests of Granger Causality - This paper examines causal relations between stock returns and changes in exchange rates...

Ajayi, Richard A.; Friedman, Joseph; Mehdian, Seyed M. - In: Global finance journal 9 (1998) 2, pp. 241-252

Persistent link: https://www.econbiz.de/10007691012

Maturities, nonlinearities, and the international transmission of short-term interest rates

Mougoue, Mbodja; Noula, Armand Gilbert; Ajayi, Richard A. - In: Review of applied economics 4 (2008) 1/2, pp. 93-112

Persistent link: https://www.econbiz.de/10009888138

Stock return differentials as predictors of exchange rates : an empirical investigation

Ajayi, Richard A.; Mehdian, Seyed M.; Shachmurove, Yochanan - In: Journal of business and economic studies 3 (1996) 1, pp. 45-52

Persistent link: https://www.econbiz.de/10009895159