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Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan
Mohamed, Omer Ahmed Sayed; Elmahgop, Faiza Omer Mohammed - In: International journal of economics and financial issues … 10 (2020) 2, pp. 209-215
Persistent link: https://www.econbiz.de/10012215152
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External macroeconomic shocks and stock price behavior in Nigeria : structural vector autoregressive approach
Saliu, Mojeed Olanrewaju - 2021
Persistent link: https://www.econbiz.de/10012659332
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Exchange rate dynamics and stock prices in small open economies : evidence from Asia-Pacific countries
Yang, Sheng-Ping - In: Pacific-Basin finance journal 46 (2017), pp. 337-354
Persistent link: https://www.econbiz.de/10011801042
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On the relation between exchange rates and stock prices : a non-linear ARDL approach and asymmetry analysis
Bahmani-Oskooee, Mohsen; Saha, Sujata - In: Journal of economics and finance 42 (2018) 1, pp. 112-137
Persistent link: https://www.econbiz.de/10011978144
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Dynamic relationship between exchange rates and stock prices for the G7 countries : a nonlinear ARDL approach
Nusair, Salah A.; Olson, Dennis O. - In: Journal of international financial markets, … 78 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013357282
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
This paper analyzes the factors underlying the weakness of the euro. For this purpose, the framework advocated by Clarida and Gali (1994) is used. Within this model, three structural shocks drive the dynamics of the endogenous variables: aggregate supply shocks, aggregate spending shocks, and...
Persistent link: https://www.econbiz.de/10011473872
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999 - 2000
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
Persistent link: https://www.econbiz.de/10001584428
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Threshold models in time series analysis : some reflections
Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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Nonlinear pass-through of exchange rate shocks on inflation : a Bayesian smooth transition VAR approach
Rincón Castro, Hernán; Rodríguez-Niño, Norberto - 2016
short and long-term impact of an exchange rate shock on inflation along the distribution chain in the presence of … endogeneity, nonlinearity and asymmetry. The econometric model is a smooth transition autoregressive vector estimated by Bayesian … shock to a maximum of around 66% in the first year. The equivalent figures on the inflation of producer goods go from 13% to …
Persistent link: https://www.econbiz.de/10011554700
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Pass-through of exchange rate shocks on inflation : a Bayesian smooth transition VAR approach
Rincón Castro, Hernán; Rodríguez-Niño, Norberto - 2016
Persistent link: https://www.econbiz.de/10011580604