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The Causal Relationship between Exchange Rates and Stock Prices in Kenya
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The Causal Relationship between Exchange Rates and Stock Prices in Kenya (2012)The Causal Relationship between Exchange …A Study of Exchange Rates Movement and Stock Market Volatility (2010)A Study of Exchange Rates Mov…Dynamic Relationship between Stock Prices and Exchange Rates: Evidence from Three South Asian Countries (2009)Dynamic Relationship between …THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL (2006)THE DYNAMIC RELATIONSHIP BETW…Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)Dynamic linkages between exch…Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries (2002)Stock Prices and Exchange Rat…A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines (1997)Exchange rate and stock price…The causal relationship between taxes and expenditures in the G7 countries: cointegration and error-correction models (1995)The causal relationship betwe…Stock prices and the effective exchange rate of the dollar (1992)Stock prices and the effectiv…Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling (1991)Monetary Dynamics: An Applica…ON EXCHANGE RATE CHANGES AND STOCK PRICE REACTIONS (1990)ON EXCHANGE RATE CHANGES AND …Co-Integration and Error-Correction Models: The Temporal Causality between Government Taxes and Spending (1990)Co-Integration and Error-Corr…Using Financial Prices to Test Exchange Rate Models: A Note (1987)Using Financial Prices to Tes…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Multiple Time Series Regression with Integrated Processes (1986)Multiple Time Series Regressi…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN (1972)INVESTOR RECOGNITION OF CORPORATE INTERNATIONAL DIVERSIFICATION (1977)Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries (2002)EXCHANGE RATES AND STOCK PRICES: A STUDY OF THE US CAPITAL MARKETS UNDER FLOATING EXCHANGE RATES (2003)The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach (2012)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Macroeconomics and Reality (1980)Dynamic relationship between exchange rate and stock price: Evidence from China (2009)Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (2013)Asset returns and inflation (1977)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)THE BANGLADESH DEVELOPMENT STUDIES (2009)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model (2003)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Multivariate granger causality between electricity consumption, exports and GDP: Evidence from a panel of Middle Eastern countries (2008)Expectations and Exchange Rate Dynamics (1976)STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)Empirical exchange rate models of the seventies (1983)ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)Tests For Unit Roots: A Monte Carlo Investigation (1988)Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations? (2010)CO2 emissions, energy consumption, income and foreign trade: A South African perspective (2013)Empirical modelling of contagion: a review of methodologies (2005)Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis (2008)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1986Multiple Time Series Regression with Integrated Processes837 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 1992Stock prices and the effective exchange rate of the dollar492 cited
  • 1997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines466 cited
  • 2006Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets325 cited
  • 1987Using Financial Prices to Test Exchange Rate Models: A Note276 cited
  • 1990Co-Integration and Error-Correction Models: The Temporal Causality between Government Taxes and Spending263 cited
  • 1990ON EXCHANGE RATE CHANGES AND STOCK PRICE REACTIONS257 cited
  • 1991Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling254 cited
  • 2002Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries163 cited
  • 1995The causal relationship between taxes and expenditures in the G7 countries: cointegration and error-correction models157 cited
  • 2006THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL

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126 cited
  • 2009Dynamic Relationship between Stock Prices and Exchange Rates: Evidence from Three South Asian Countries121 cited
  • 2010A Study of Exchange Rates Movement and Stock Market Volatility119 cited
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