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On the relationship between stock returns and exchange rates: Tests of granger causality · Study

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ArticleOn the relationship between stock returns and exchange rates: Tests of granger causality

Richard A. Ajayi1998

OA

Articlegreen1998

On the relationship between stock returns and exchange rates: Tests of granger causality

Richard A. Ajayi · Joseph H. Friedman · Seyed M. Mehdian

220 citations·0/0 files stored·Global Finance Journal

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Market Dynamics and Volatility

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 220 citations exist upstream.

References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1976Expectations and Exchange Rate Dynamics 1982Trends and random walks in macroeconmic time series 1972MONEY, INCOME, AND CAUSALITY 1969Fitting autoregressive models for prediction 1988Trends and random walks in macroeconomic time series 1980Exchange Rates and the Current Account.1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation

Cited by

2013Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets 2003Bivariate causality between exchange rates and stock prices in South Asia 2006THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL 2000Cointegration and Granger Causality Tests of Stock Price and Exchange Rate Interactions in Malaysia 2009Dynamic Relationship between Stock Prices and Exchange Rates: Evidence from Three South Asian Countries 2010A Study of Exchange Rates Movement and Stock Market Volatility 1999The relationship between stock prices and exchange rates: Evidence from Canada 2013Reexamining the relationships between stock prices and exchange rates in ASEAN-5 using panel Granger causality approach

Details

Year1998

Typearticle

Published1998-09-01

VenueGlobal Finance Journal

ISSN-L1044-0283

Languageen

Citations220

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/s1044-0283(98)90006-0

openalex_workW1963980573

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