SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets
16 references·6 citing·46 second hop
The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets (2012)The dynamic relation between foreign exch…Exchange Rates, Equity Prices, and Capital Flows (2005)Exchange Rates, Equity Prices…Empirical exchange rate models of the nineties: Are any fit to survive? (2005)Empirical exchange rate model…Order Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…The portfolio flows of international investors (2001)The portfolio flows of intern…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …A simple multiple variance ratio test (1993)A simple multiple variance ra…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …The size and power of the variance ratio test in finite samples (1989)The size and power of the var…The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation (1988)The Size and Power of the Var…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Impact of money supply and macroeconomic indicators on foreign portfolio investment: Evidence from Vietnam (2023)Impact of money supply and ma…The behavior of exchange rate and stock returns in high and low interest rate environments (2021)The behavior of exchange rate…Portfolio flows – exchange rate volatility: is there a puzzling relationship? (2020)Portfolio flows – exchange ra…Foreign Portfolio Investments, Exchange Rates and Capital Openness: A Panel Data Approach (2020)Foreign Portfolio Investments…The Effect of Macro Economic Variables on Foreign Portfolio Investments: An Implication for Turkey (2015)The Effect of Macro Economic …Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements (2013)Structural breaks and long me…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a unit root in variables with a double change in the mean (1998)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Continuous Auctions and Insider Trading (1985)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Exchange Rate Dynamics Redux (1995)International Liquidity and Exchange Rate Dynamics * (2015)Trading and Arbitrage in Cryptocurrency Markets (2018)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)Further evidence on breaking trend functions in macroeconomic variables (1997)Oil price shocks and stock market activity (1999)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 2001The portfolio flows of international investors956 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 2005Exchange Rates, Equity Prices, and Capital Flows622 cited
  • 1989The size and power of the variance ratio test in finite samples522 cited
  • 1993A simple multiple variance ratio test

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

496 cited
  • 1988The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation419 cited
  • Cited by

    • 2013Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements66 cited
    • 2021The behavior of exchange rate and stock returns in high and low interest rate environments37 cited
    • 2015The Effect of Macro Economic Variables on Foreign Portfolio Investments: An Implication for Turkey27 cited
    • 2020Portfolio flows – exchange rate volatility: is there a puzzling relationship?24 cited
    • 2020Foreign Portfolio Investments, Exchange Rates and Capital Openness: A Panel Data Approach23 cited
    • 2023Impact of money supply and macroeconomic indicators on foreign portfolio investment: Evidence from Vietnam10 cited