create a website

Stock Returns and Exchange Rate Nexus in Ghana: A Bayesian Quantile Regression Approach. (2016). Omane-Adjepong, Maurice ; Frimpong, Joseph Magnus ; Boako, Gideon.
In: South African Journal of Economics.
RePEc:bla:sajeco:v:84:y:2016:i:1:p:149-179.

Full description at Econpapers || Download paper

Cited: 9

Citations received by this document

Cites: 52

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Adeabah, David ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

    Full description at Econpapers || Download paper

  2. On the Nexus between Exchange Rate and Stock Price in Nigeria. (2022). Biala, Musa Ilias ; Oladejo, A K.
    In: International Journal of Finance, Insurance and Risk Management.
    RePEc:ers:ijfirm:v:12:y:2022:i:1:p:80-99.

    Full description at Econpapers || Download paper

  3. African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification. (2021). ALAGIDEDE, IMHOTEP ; Boako, Gideon ; Sjo, BO.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-020-09527-3.

    Full description at Econpapers || Download paper

  4. Are Cryptocurrencies and African stock markets integrated?. (2021). Odei-Mensah, Jones ; Kumah, Seyram Pearl.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:330-341.

    Full description at Econpapers || Download paper

  5. Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods. (2018). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice ; Boako, Gidoen.
    In: MPRA Paper.
    RePEc:pra:mprapa:86617.

    Full description at Econpapers || Download paper

  6. African stock markets in the midst of the global financial crisis: Recoupling or decoupling?. (2018). ALAGIDEDE, IMHOTEP ; Boako, Gideon.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:46:y:2018:i:c:p:166-180.

    Full description at Econpapers || Download paper

  7. Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains. (2017). ALAGIDEDE, IMHOTEP ; Boako, Gideon.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:468:y:2017:i:c:p:359-380.

    Full description at Econpapers || Download paper

  8. Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas. (2017). ALAGIDEDE, IMHOTEP ; Boako, Gideon.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:41:y:2017:i:c:p:92-114.

    Full description at Econpapers || Download paper

  9. Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria. (2016). EFFIONG, EKPENO.
    In: MPRA Paper.
    RePEc:pra:mprapa:74336.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pfo235-30255

  1. ABDALLA, I. S. A. and MURINDE, V. (1997). Exchange rate and stock price interactions in emerging financial markets: Evidence on India, Korea, Pakistan, and Phillipines. Applied Financial Economics, 7: 25-35. ADU, G., MARBUAH, G., MENSAH, J. T. and FRIMPONG, P. B. (2013). Macro-economic development and stock market performance: A non-parametric approach. Economics and Econometrics Research Institute Paper Series, 1: 1-35.

  2. ADJASI, C. K., BIEKPE, N. B. and OSEI, K. A. (2011). Stock prices and exchange rate dynamics in selected African countries: A bivariate analysis. African Journal of Economic and Management Studies, 2(2): 143-164.
    Paper not yet in RePEc: Add citation now
  3. AGGRAWAL, R. (1981). Exchange rates and stock prices: A case study of the US capital markets under floating exchange rates. Akron Business Economic Review, 12: 7-12.
    Paper not yet in RePEc: Add citation now
  4. ALAGIDEDE, P., PANAGIOTIDIS, T. and ZHANG, X. (2011). Causal relationship between stock prices and exchange rates. The Journal of International Trade and Economic Development, 20: 67-86.

  5. ALOUI, R., BEN AISSA, M. S., NGUYEN, D. K. (2011). Global financial crisis, extreme dependencies, and contagion effects: The role of economic structure. Journal of Banking and Finance, 35: 130-141.

  6. BARRETT, A. B., BARNETT, L. and SETH, A. K. (2010). Multivariate Granger causality and generalised variance. Physical Review, 81: 1-14.
    Paper not yet in RePEc: Add citation now
  7. BAUR, D. G. (2013). The structure and degree of dependence: A quantile regression approach. Journal of Banking and Finance, 37: 786-798.

  8. BAWUMIA, M. (2014). Restoring the value of the cedi. Distinguished Speaker Series Lecture-Central University College, Ghana. March 25, 2014.
    Paper not yet in RePEc: Add citation now
  9. BRANSON, W. H. (1983). Macroeconomic determinants of real exchange rate risk. In R. J. Herring, (ed), Managing Foreign Exchange Risk. Cambridge: Cambridge University Press, XIV, 235 pp.
    Paper not yet in RePEc: Add citation now
  10. CAI, Y., STANDER, J. and DAVIES, N. (2012). A new Bayesian approach to quantile autoregressive time series model estimation and forecasting. Journal of Time Series Analysis, 33: 684-698.

  11. CENEDESE, G., PAYNE, R., SARNO, L. and VALENTE, G. (2015). What do stock markets tell us about exchange rates? A Working Paper, pp. 1-66.

  12. CHKILI, W. and NGUYEN, D. K. (2014). Exchange rate movements and stock market returns in a regime switching environment: Evidence for BRICS countries. Research in International Business and Finance, 31: 46-56.

  13. CHKILI, W., ALOUI, C., MASOOD, O. and FRY, J. (2011). Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach. Emerging Markets Review, 12: 272-292.

  14. CHOW, E. H., LEE, W. J. and SOLT, M. S. (1997). The exchange rate risk exposure of asset returns. Journal of Business, 70: 105-123.

  15. CRESPO-CUARESMA, J., FOSTER, N. and STEHRER, R. (2014). Determinants of regional economic growth: By quantile. Regional Studies, 45: 809-826.

  16. DIAMANDIS, P. F. and DRAKOS, A. A. (2011). Financial liberalization, exchange rates, and stock prices: Exogenous shocks in four Latin American countries. Journal of Policy Modeling, 33: 381-394.

  17. FRANKEL, J. A. (1983). Monetary and portfolio-balance models of exchange rate determination. In J. S. Bhandari and B. H. Puntam (eds), Economic Interdependence and Flexible Rates. Cambridge, MA: MIT Press, Pp. xviii, 547, Index. Paper. ISBN 0-262-02177-3.
    Paper not yet in RePEc: Add citation now
  18. FRIMPONG, J. M. (2009). Economic forces and the stock market in a developing economy: Cointegration evidence from Ghana. European Journal of Economics, Finance and Administrative Sciences, 16: 128-140.
    Paper not yet in RePEc: Add citation now
  19. FRIMPONG, J. M. and OTENG-ABAYIE, E. F. (2008). Market returns and weak-form efficiency: The case of Ghana stock exchange. Paper presented at the 9th International Conference of the IAADB, pp. 23-29, University of Florida, Gainesville, Florida, May 20-24, 2008.

  20. GEWEKE, J. (1982). Measurement of linear dependence and feedback between multiple time series. Journal of the American Statistical Association, 77: 304-313.
    Paper not yet in RePEc: Add citation now
  21. GILESA, D. E. A. (2007). Spurious regressions with time-series data: Further asymptotic results. Communications in Statistics – Theory and Methods, 36: 967-979.
    Paper not yet in RePEc: Add citation now
  22. GRANGER, C. W. J., HUANG, B.-N. and YANG, C. W. (2000). A bivariate causality between stock prices and exchange rates: Evidence from recent Asian flu. The Quarterly Review of Economics and Finance, 40: 337-354.

  23. GRIFFIN, J. M. and STULZ, R. (2001). International competition and exchange rate shocks: A cross country industry analysis of stock returns. The Review of Financial Studies, 14: 215-241.

  24. GUJARATI, D. N. (2006). Essentials of econometrics, 4th edition. McGraw Hill.
    Paper not yet in RePEc: Add citation now
  25. HE, Z. and MAEKAWA, K. (2001). On spurious Granger causality. Economics Letters, 73: 307-313.

  26. HO, L.-C. and HUANG, C.-H. (2015). The nonlinear relationships between stock indexes and exchange rates. Japan and the World Economy, pp. 1-18. doi: http://dx.doi.org/10.1016/j.japwor.2015.02.002 IMF (2014). Managing capital flows: Experiences and lessons for Sub-Saharan African frontier markets. International Monetary Fund African Department, 14/01.

  27. KAMINSKY, G. L. and REINHART, C. M. (1999). The twin crisis: The causes of banking balance-of-payments problems. American Economic Review, 89: 473-500.

  28. KAMINSKY, G. L. and SCHMUKLER, S. L. (1999). What triggers market jitters? A chronicle of Asian crisis. Journal of International Money and Finance, 18: 537-560.

  29. KANAS, A. (2000). Volatility spillovers between stock returns and exchange rate changes: International evidence. Journal of Business Finance and Accounting, 27(3): 447-466.

  30. KATECHOS, G. (2011). On the relationship between exchange rates and equity returns: A new approach. Journal of International Financial Markets, Institutions and Money, 21: 550-559.
    Paper not yet in RePEc: Add citation now
  31. KOENKER, R. and BASSETT, G. (1978). Regression quantiles. Econometrica: Journal of the Econometric Society, 46 (1): 33-50.

  32. KOENKER, R. and HALLOCK, K. (2001). Quantile regression: An introduction. Journal of Economic Perspectives, 15(4): 43-56.

  33. KOULAKIOTIS, A., KIOHOS, A. and BABALOS, V. (2015). Exploring the interaction between stock price index and exchange rates: An asymmetric threshold approach. Applied Economics, 47(13): 1273-1285.

  34. LIN, C.-H. (2012). The comovement between exchange rates and stock prices in the Asian emerging markets. International Review of Economics and Finance, 22:161-172.

  35. LIU, L. and WAN, J. (2012). The relationship between Shanghai stock market and CNY/USD exchange rate: New evidence based on cross-correlation analysis, structural cointegration and non-linear causality test. Physica, 391: 6051-6059.

  36. MD. MAHMUDUL, A., MD. GAZI, S. U.\ and KHAN, M. R. T. (2011). The relationship between exchange rates and stock prices: Empirical investigation from Johannesburg stock exchange. Emerging Economics, 3: 2-10.
    Paper not yet in RePEc: Add citation now
  37. MLAMBO, C., MAREDZA, A. and SIBANDA, A. (2013). Effects of exchange rate volatility on the stock market: A case study of South Africa. Mediterranean Journal of Social Sciences, 14: 561-570.
    Paper not yet in RePEc: Add citation now
  38. MOHAMMED, M. B. H., SAAFI, S. and FARHAT, A. (2014). Testing the causal relationship between exports and imports using a T-Y approach: Evidence from Tunisia. Economics & Strategic Management of Business Process (ESMB), 2: 75-80.
    Paper not yet in RePEc: Add citation now
  39. MOORE, T. and WANG, P. (2014). Dynamic linkage between exchange rates and stock prices. Evidence from developed and emerging Asian markets. International Review of Economics and Finance, 29: 1-11.

  40. PERRON, P. and VOGELSANG, T. J. (1992). Non-stationarity and the level shifts with an application to purchasing power parity. Journal of Business, Economics and Statistics, 10(3): 301-320.

  41. PHYLAKTIS, K. and RAVAZZOLO, F. (2005). Stock prices and exchange rate dynamics. Journal of International Money and Finance, 24: 1031-1053.

  42. RODRIGUES, J. and ANDRADE, A. (2013). Instantaneous Granger causality with the Hilbert-Huang transformation. Research Article, pp. 1-9.
    Paper not yet in RePEc: Add citation now
  43. TODA, H. Y. and YAMAMOTO, Y. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66: 225-250.

  44. TSAI, I.-C. (2012). The relationship between stock price index and exchange rate in Asian markets. A quantile regression approach. Journal of International Financial Markets Institutions & Money, 22: 609-621.

  45. TSAY, S. R. (2002). Analysis of Financial Time Series. Copyright 2002 Published Simultaneously in Canada, John Wiley & Sons, Inc.
    Paper not yet in RePEc: Add citation now
  46. ULKU, W. and DEMIRCI, E. (2012). Joint dynamics of foreign exchange and stock markets in emerging Europe. Journal of International Financial Markets, Institutions and Money, 22: 55-86.

  47. WALID, M., SHAWKAT, M., JUAN, C. R. and DUC, K. W. (2014). Do global factors impact BRICS stock markets? A quantile regression approach. IPAG Business School Working Papers, WP 159, 1-36.
    Paper not yet in RePEc: Add citation now
  48. YU, K. and MOYEED, R. A. (2001). Bayesian quantile regression. Statistics & Probability Letters, 54: 437-447.

  49. ZEILEIS, A., KLEIBER, C., KRAMER, W. and HORNIK, K. (2003). Testing and dating of structural changes in practice. Computational Statistics and Data Analysis, 44: 109-123.

  50. ZHAO, H. (2010). Dynamic relationship between exchange rate and stock price: Evidence from China. Research in International Business and Finance, 24: 103-112.

  51. ZIVOT, E. and ANDREWS, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3): 251-270.

  52. ZIVOT, E. and WANG, J. (2005). Modeling financial time series with S-PLUS, 2nd edition. Springer Science & Business Media, 10 Oct 2007 New York USA.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Nexuses between economic factors and stock returns in China. (2017). Khan, Muhammad ; Chaudhary, Sunil Kumar ; Parviaz, Javed .
    In: MPRA Paper.
    RePEc:pra:mprapa:81017.

    Full description at Econpapers || Download paper

  2. The Impact of Exchange Rate Volatility on Stock Index: Evidence from Pakistan Stock Exchange (PSX). (2017). Khan, Muhammad Asif ; bagh, tanveer ; Azad, Tahir ; Razzaq, Sadaf ; Liaqat, Idrees.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:7:y:2017:i:3:p:70-86.

    Full description at Econpapers || Download paper

  3. Nonparametric estimation and inference for conditional density based Granger causality measures. (2014). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; el Ghouch, Anouar.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:2:p:251-264.

    Full description at Econpapers || Download paper

  4. Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS. (2013). Zhang, Yue ; Wang, Juan.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2013:i:4:p:205-217.

    Full description at Econpapers || Download paper

  5. Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:47229.

    Full description at Econpapers || Download paper

  6. The Effects of Trade Openness on Malaysian Exchange Rate. (2013). Lee, Chin ; Law, Chee-Hong.
    In: MPRA Paper.
    RePEc:pra:mprapa:45185.

    Full description at Econpapers || Download paper

  7. Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India. (2013). Mukhopadhyay, Debabrata ; Sarkar, Nityananda.
    In: International Econometric Review (IER).
    RePEc:erh:journl:v:5:y:2013:i:1:p:1-19.

    Full description at Econpapers || Download paper

  8. A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach. (2013). Siriopoulos, Costas ; Tsagkanos, Athanasios.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:25:y:2013:i:c:p:106-118.

    Full description at Econpapers || Download paper

  9. Reexamining the relationships between stock prices and exchange rates in ASEAN-5 using panel Granger causality approach. (2013). Lin, Jeng-Bau ; Hsu, Hao-Cheng ; Liang, Chin-Chia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:560-563.

    Full description at Econpapers || Download paper

  10. The Dynamic Relationship between the Foreign Exchange Exposure and Stock Markets: Evidence during the Global Economic Crisis. (2013). Yusrina hayati Nik Muhd naziman, ; Nik Muhamad Naziman Ab Rahman, ; Amri Ab. Rahman, .
    In: Asian Journal of Empirical Research.
    RePEc:asi:ajoerj:2013:p:763-774.

    Full description at Econpapers || Download paper

  11. Economic forces and stock exchange prices: pre and post impacts of global financial recession of 2008. (2012). Thapa, Priya ; Thapa, Priya Darshini Pun, ; Triki, Rabeb ; Masood, Omar ; Levyne, Olivier ; Bellalah, Mondher.
    In: MPRA Paper.
    RePEc:pra:mprapa:50942.

    Full description at Econpapers || Download paper

  12. The comovement between exchange rates and stock prices in the Asian emerging markets. (2012). Lin, Chien-Hsiu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:22:y:2012:i:1:p:161-172.

    Full description at Econpapers || Download paper

  13. Joint dynamics of foreign exchange and stock markets in emerging Europe. (2012). Ülkü, Numan ; Demirci, Ebru ; Ülkü, Numan, .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:1:p:55-86.

    Full description at Econpapers || Download paper

  14. Macroeconomic environment, country risk and stock market performance: Evidence for Brazil. (2012). Tiberto, Bruno ; Montes, Gabriel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1666-1678.

    Full description at Econpapers || Download paper

  15. Nonparametric estimation and inference for Granger causality measures. (2012). Bouezmarni, Taoufik ; el Ghouch, Anouar ; Taamouti, Abderrahim.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1212.

    Full description at Econpapers || Download paper

  16. Macroeconomic Variables and the Stock Market: the Case of Lithuania. (2011). Hsing, YU.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:03:y:2011:i:1:p:031-037.

    Full description at Econpapers || Download paper

  17. Stocks as Hedge against Inflation in Pakistan: Evidence from ARDL Approach. (2011). Shahbaz, Muhammad ; Islam, Faridul.
    In: MPRA Paper.
    RePEc:pra:mprapa:30970.

    Full description at Econpapers || Download paper

  18. Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach. (2011). Fry, John ; Chkili, Walid ; Aloui, Chaker ; Masood, Omar ; Walid, Chkili ; Chaker, Aloui .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:3:p:272-292.

    Full description at Econpapers || Download paper

  19. The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications. (2011). Hsing, YU.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2011-01-2.

    Full description at Econpapers || Download paper

  20. Currency appreciation and stock market performance: Evidence from China. (2010). Li, Xindan ; Zhang, Bing.
    In: Frontiers of Economics in China.
    RePEc:spr:frecch:v:5:y:2010:i:3:p:393-411.

    Full description at Econpapers || Download paper

  21. Multivariate linear and nonlinear causality tests. (2010). Wong, Wing-Keung ; Bai, Zhidong ; Zhang, Bingzhi.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:81:y:2010:i:1:p:5-17.

    Full description at Econpapers || Download paper

  22. Female labor force participation and total fertility rates in the OECD: New evidence from panel cointegration and Granger causality testing. (2010). Smyth, Russell ; Mishra, Vinod.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:62:y:2010:i:1:p:48-64.

    Full description at Econpapers || Download paper

  23. Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation. (2009). ALIYU, Shehu.
    In: MPRA Paper.
    RePEc:pra:mprapa:13283.

    Full description at Econpapers || Download paper

  24. Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan. (2009). Yau, Hwey-Yun ; Nieh, Chien-Chung.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:21:y:2009:i:3:p:292-300.

    Full description at Econpapers || Download paper

  25. Sudden changes in volatility: The case of five central European stock markets. (2009). Moore, Tomoe ; Wang, Ping.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:1:p:33-46.

    Full description at Econpapers || Download paper

  26. Multivariate granger causality between electricity consumption, exports and GDP: Evidence from a panel of Middle Eastern countries. (2009). Smyth, Russell ; Narayan, Paresh.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:1:p:229-236.

    Full description at Econpapers || Download paper

  27. A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates. (2009). Kumar, Manish.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00581.

    Full description at Econpapers || Download paper

  28. Macroeconomic Variables and Stock Market Performance: Testing for Dynamic Linkages with a Known Structural Break. (2008). Rashid, Abdul.
    In: MPRA Paper.
    RePEc:pra:mprapa:26937.

    Full description at Econpapers || Download paper

  29. Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia. (2008). Royfaizal, R. C. ; Habibullah, Muzafar Shah ; Abdul Hamid, Baharom.
    In: MPRA Paper.
    RePEc:pra:mprapa:12445.

    Full description at Econpapers || Download paper

  30. Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia. (2008). Royfaizal, R. C. ; Habibullah, Muzafar Shah ; Abdul Hamid, Baharom.
    In: MPRA Paper.
    RePEc:pra:mprapa:11925.

    Full description at Econpapers || Download paper

  31. Shanghai Stock Exchange Composite Index and Bank Stock Prices in China: A Causality Analysis. (2008). Morgan, Stephen ; Yao, Shujie ; Luo, Dan.
    In: Discussion Papers.
    RePEc:not:notgep:08/25.

    Full description at Econpapers || Download paper

  32. Has entry to the European Union altered the dynamic links of stock returns for the emerging markets?. (2007). Moore, Tomoe.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:17:p:1431-1446.

    Full description at Econpapers || Download paper

  33. Exchange rates or stock prices, what causes what: A firm level empirical investigation. (2007). Rashid, Abdul.
    In: MPRA Paper.
    RePEc:pra:mprapa:27209.

    Full description at Econpapers || Download paper

  34. Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets. (2007). Fok, Robert Chi-Wing ; Pan, Ming-Shiun ; Liu, Angela Y..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:16:y:2007:i:4:p:503-520.

    Full description at Econpapers || Download paper

  35. Volatility in stock returns for new EU member states: Markov regime switching model. (2007). Moore, Tomoe ; Wang, Ping.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:16:y:2007:i:3:p:282-292.

    Full description at Econpapers || Download paper

  36. Economic variables and stock market returns: evidence from the Athens stock exchange. (2006). Patra, Theophano ; Poshakwale, Sunil.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:13:p:993-1005.

    Full description at Econpapers || Download paper

  37. Stock prices, exchange rates and causality in Malaysia: a note. (2006). Azman-Saini, W.N.W ; Law, Siong Hook ; Habibullah, Muzafar Shah ; Dayang-Afizzah, A. M..
    In: MPRA Paper.
    RePEc:pra:mprapa:656.

    Full description at Econpapers || Download paper

  38. Financial Market Integration in Pakistan: Evidence Using Post-1999 Data. (2006). Rajaguru, Gulasekaran ; Khalid, Ahmed.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:45:y:2006:i:4:p:1041-1053.

    Full description at Econpapers || Download paper

  39. THE RELATIONSHIP BETWEEN FEMALE LABOUR FORCE PARTICIPATION AND FERTILITY IN G7 COUNTRIES: EVIDENCE FROM PANEL COINTEGRATION AND GRANGER CAUSALITY. (2006). Smyth, Russell ; Nielsen, Ingrid ; Mishra, Vinod.
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2006-13.

    Full description at Econpapers || Download paper

  40. Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation. (2006). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:13:y:2006:i:1:p:41-69.

    Full description at Econpapers || Download paper

  41. Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate. (2006). Yau, Hwey-Yun ; Nieh, Chien-Chung.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:17:y:2006:i:3:p:535-552.

    Full description at Econpapers || Download paper

  42. Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries. (2005). Roca, Eduardo ; Hatemi-J, Abdulnasser.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:8:p:539-546.

    Full description at Econpapers || Download paper

  43. Bivariate Causality between Exchange Rates and Stock Prices on Major Asian Countries. (2005). Lean, Hooi Hooi ; Halim, Marwan .
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2005-10.

    Full description at Econpapers || Download paper

  44. CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL. (2004). Liew, Venus ; Hussain, Huzaimi .
    In: International Finance.
    RePEc:wpa:wuwpif:0405015.

    Full description at Econpapers || Download paper

  45. Linkages between Stock Prices and Exchange Rates in the EU and the United States. (2004). Stavarek, Daniel.
    In: Finance.
    RePEc:wpa:wuwpfi:0406006.

    Full description at Econpapers || Download paper

  46. Bivariate causality between exchange rates and stock prices in South Asia. (2003). Smyth, Russell ; Nandha, M.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:11:p:699-704.

    Full description at Econpapers || Download paper

  47. Dynamic forecasting of sticky-price monetary exchange rate model. (2003). Hwang, Jae-Kwang.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:31:y:2003:i:1:p:103-114.

    Full description at Econpapers || Download paper

  48. Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model. (2003). Kim, Ki-Ho.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:12:y:2003:i:3:p:301-313.

    Full description at Econpapers || Download paper

  49. Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries. (2002). Rashid, Abdul ; Muhammad, Naeem ; Rasheed, Abdul.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:41:y:2002:i:4:p:535-550.

    Full description at Econpapers || Download paper

  50. The stock market and the ringgit exchange rate: a note. (2002). Masih, Abul ; Baharumshah, Ahmad Zubaidi ; Azali, M. ; M. Masih, A. Mansur, .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:14:y:2002:i:4:p:471-486.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-05 22:22:51 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.