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Stock prices and the effective exchange rate of the dollar
3 references·16 citing·38 second hop
Stock prices and the effective exchange rate of the dollar (1992)Stock prices and the effective exchange r…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …A graph-based CNN-LSTM stock price prediction algorithm with leading indicators (2021)A graph-based CNN-LSTM stock …CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)CNNpred: CNN-based stock mark…On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 (2013)On the Linkages between Stock…The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach (2012)The relationship between stoc…The comovement between exchange rates and stock prices in the Asian emerging markets (2011)The comovement between exchan…Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011)Stock market volatility and e…What is Project Success: A Literature Review (2009)What is Project Success: A Li…THE BANGLADESH DEVELOPMENT STUDIES (2009)THE BANGLADESH DEVELOPMENT ST…Dynamic relationship between exchange rate and stock price: Evidence from China (2009)Dynamic relationship between …Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)Dynamic linkages between exch…Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries (2004)Price and Volatility Spillove…Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model (2003)Dollar exchange rate and stoc…Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries (2002)Stock Prices and Exchange Rat…Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Dynamic relationship between …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…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)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis (2015)Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes (2019)MONEY, INCOME, AND CAUSALITY (1972)A note on the causal relationship between energy and GDP in Taiwan (2000)DOES FOREIGN DIRECT INVESTMENT PROMOTE ECONOMIC GROWTH? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited

Cited by

  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 2019CNNpred: CNN-based stock market prediction using a diverse set of variables643 cited
  • 2009THE BANGLADESH DEVELOPMENT STUDIES514 cited
  • 2001Dynamic relationship between stock prices and exchange rates for G-7 countries472 cited
  • 1997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines466 cited
  • 2021A graph-based CNN-LSTM stock price prediction algorithm with leading indicators332 cited
  • 2006Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets325 cited
  • 2003Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model274 cited
  • 2009Dynamic relationship between exchange rate and stock price: Evidence from China262 cited
  • 2011The comovement between exchange rates and stock prices in the Asian emerging markets244 cited
  • 2012The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach

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236 cited
  • 2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach233 cited
  • 2004Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries232 cited
  • 2009What is Project Success: A Literature Review178 cited
  • 2013On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010167 cited
  • 2002Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries163 cited