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Asymmetric Effects of Exchange Rates on Stock Prices in G7 Countries. (2019). Lee, Chin ; Habibi, Arash.
In: Capital Markets Review.
RePEc:mfa:journl:v:27:y:2019:i:1:p:19-33.

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  1. ASYMMETRIC REACTIONS OF STOCK PRICES AND INDUSTRIAL OUTPUT TO EXCHANGE RATE SHOCKS: MULTIPLE THRESHOLD NONLINEAR AUTOREGRESSIVE DISTRIBUTED LAG FRAMEWORK. (2023). Chukwu, Jude Okechukwu ; Odionye, Joseph Chukwudi.
    In: Economic Annals.
    RePEc:beo:journl:v:68:y:2023:i:237:p:165-191.

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  2. Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US - A Time-Varying Analysis. (2021). Lee, Chien-Chiang ; Liu, LU ; Wang, En-Ze.
    In: Energy RESEARCH LETTERS.
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  3. Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; Baklaci, Hasan Fehmi ; Aydoan, Berna.
    In: Research in International Business and Finance.
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  4. Is the Effect of the Exchange Rate on Stock Prices Symmetric or Asymmetric? Evidence from Sudan. (2020). Sayed, Omer Ahmed ; Mohammed, Faiza Omer.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-02-23.

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  57. New Shocks, Exchange Rates and Equity Prices. (2008). Rebucci, Alessandro ; Pisani, Massimiliano ; Matsumoto, Akito ; Cova, Pietro.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/284.

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  58. Information shares in the US Treasury market. (2008). Neely, Christopher ; Mizrach, Bruce.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1221-1233.

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  59. Macroeconomic cycles and the stock markets reaction to monetary policy. (2008). Kurov, Alexander ; Basistha, Arabinda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2606-2616.

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  60. Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices. (2008). Vega, Clara ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7015.

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  61. The microstructure of the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-052.

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  62. Risk, Jumps, and Diversification. (2007). Tauchen, George ; Law, Tzuo Hann ; Bollerslev, Tim.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-19.

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  63. A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures. (2007). Bollerslev, Tim ; Andersen, Torben ; Huang, Xin.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-14.

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