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THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICES DURING THE QUANTITATIVE EASING POLICY IN JAPAN
9 references·16 citing·48 second hopsampled
THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICES DURING THE QUANTITATIVE EASING POLICY IN JAPAN (2006)THE RELATIONSHIP BETWEEN EXCHANGE RATE AN…What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)What Moves the Stock and Bond…Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…The Pricing of Exchange Rate Risk in the Stock Market (1991)The Pricing of Exchange Rate …What Moves Stock Prices? (1988)What Moves Stock Prices?Dividend yields and expected stock returns (1988)Dividend yields and expected …An empirical examination of the Arbitrage Pricing Theory (1988)An empirical examination of t…Stock Returns and the Term Structure (1985)Stock Returns and the Term St…The information in the term structure (1984)The information in the term s…Market capitalization: Pre and post COVID-19 analysis (2020)Market capitalization: Pre an…Market Capitalization and Financial Variables: Evidence from Italian Listed Companies (2019)Market Capitalization and Fin…An Assessment of the Determinants of Share Price in Nigeria: A Study of Selected Listed Firms (2017)An Assessment of the Determin…Stock returns and interest rates around the World: A panel data approach (2016)Stock returns and interest ra…Effects of Exchange Rate Volatility on the Stock Market: The Zambian Experience (2016)Effects of Exchange Rate Vola…Impact of Macroeconomic Variables on Stock Markets: Evidence from Emerging Markets (2015)Impact of Macroeconomic Varia…The Long Run Relationship Between Stock Market Capitalization Rate and Interest Rate: Co-integration Approach (2014)The Long Run Relationship Bet…Exchange rate volatility and stock market development in emerging economies (2014)Exchange rate volatility and …The Causal Relationship between Exchange Rates and Stock Prices in Kenya (2012)The Causal Relationship betwe…Foreign Exchange Reserve and its Impact on Stock Market Capitalization: Evidence from India (2012)Foreign Exchange Reserve and …Asymmetry Information and Diversification Effect on Loan Pricing in Asia Pacific Region 2006-2010 (2012)Asymmetry Information and Div…The Causality between Stock Market and Foreign Exchange Market of Pakistan (2011)The Causality between Stock M…An Assessment Of The Stock Market And Exchange Rate Dynamics In Industrialized And Emerging Markets (2011)An Assessment Of The Stock Ma…The relationships between stock market capitalization rate and interest rate: Evidence from Jordan (2010)The relationships between sto…A Study of Exchange Rates Movement and Stock Market Volatility (2010)A Study of Exchange Rates Mov…Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan (2008)Testing for cointegration wit…Risk, Return, and Equilibrium: Empirical Tests (1973)An Empirical Investigation of the Arbitrage Pricing Theory (1980)Economic Forces and the Stock Market (1986)Fundamentals and Stock Returns in Japan (1991)The World Price of Covariance Risk (1991)Oil and the Stock Markets (1996)The arbitrage theory of capital asset pricing (1976)The Determinants of Firms' Hedging Policies (1985)Predictable Risk and Returns in Emerging Markets (1995)Do Industries Explain Momentum? 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(1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)An Intertemporal Capital Asset Pricing Model (1973)A Theory of the Term Structure of Interest Rates (1985)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Cointegration and Tests of Present Value Models (1987)The Information in Long-Maturity Forward Rates (1987)Dynamic Asset Pricing Theory. (1993)Introductory Econometrics for Finance (2008)Stock Markets, Banks, and Economic Growth (1996)The theory and practice of corporate finance: evidence from the field (2001)Co-movement of stock exchange indices and exchange rates in Ghana: A wavelet coherence analysis (2018)Impact of macroeconomic variables on the performance of stock exchange: a systematic review (2021)Understanding Drivers of Renewable Energy Firm’s Performance (2021)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Household Risk Management and Optimal Mortgage Choice (2003)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Stock Market Uncertainty and the Stock-Bond Return Relation (2005)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1988Dividend yields and expected stock returns3,574 cited
  • 1985Stock Returns and the Term Structure2,260 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited
  • 1984The information in the term structure659 cited
  • 1991The Pricing of Exchange Rate Risk in the Stock Market613 cited
  • 1988An empirical examination of the Arbitrage Pricing Theory285 cited

Cited by

  • 2015Impact of Macroeconomic Variables on Stock Markets: Evidence from Emerging Markets161 cited
  • 2010A Study of Exchange Rates Movement and Stock Market Volatility119 cited
  • 2008Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan108 cited
  • 2014Exchange rate volatility and stock market development in emerging economies97 cited
  • 2016Stock returns and interest rates around the World: A panel data approach64 cited
  • 2020Market capitalization: Pre and post COVID-19 analysis

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60 cited
  • 2012The Causal Relationship between Exchange Rates and Stock Prices in Kenya50 cited
  • 2011An Assessment Of The Stock Market And Exchange Rate Dynamics In Industrialized And Emerging Markets40 cited
  • 2019Market Capitalization and Financial Variables: Evidence from Italian Listed Companies34 cited
  • 2014The Long Run Relationship Between Stock Market Capitalization Rate and Interest Rate: Co-integration Approach30 cited
  • 2010The relationships between stock market capitalization rate and interest rate: Evidence from Jordan29 cited
  • 2016Effects of Exchange Rate Volatility on the Stock Market: The Zambian Experience29 cited
  • 2012Foreign Exchange Reserve and its Impact on Stock Market Capitalization: Evidence from India28 cited
  • 2011The Causality between Stock Market and Foreign Exchange Market of Pakistan26 cited
  • 2017An Assessment of the Determinants of Share Price in Nigeria: A Study of Selected Listed Firms25 cited
  • 2012Asymmetry Information and Diversification Effect on Loan Pricing in Asia Pacific Region 2006-201025 cited