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Stock prices and exchange rate dynamics in selected African countries: a bivariate analysis
16 references·1 citing·33 second hop
Stock prices and exchange rate dynamics in selected African countries: a bivariate analysis (2011)Stock prices and exchange rate dynamics i…Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Dynamic relationship between …Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence (2000)Volatility Spillovers Between…A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines (1997)Exchange rate and stock price…ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)ON THE DYNAMIC RELATION BETWE…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Stock prices and the effective exchange rate of the dollar (1992)Stock prices and the effectiv…MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)MONETARY AND PORTFOLIO-BALANC…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…The Exchange-Rate Exposure of U.S. Multinationals (1990)The Exchange-Rate Exposure of…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…International Economics: Theory and Policy (1987)International Economics: Theo…Conditional variance and the risk premium in the foreign exchange market (1985)Conditional variance and the …Exchange Rates and the Current Account. (1980)Exchange Rates and the Curren…The impact of oil prices on stock market development in Pakistan: Evidence with a novel dynamic simulated ARDL approach (2020)The impact of oil prices on s…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Autoregressive modelling and money-income causality detection (1981)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)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Empirical modelling of contagion: a review of methodologies (2005)Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis (2008)Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies (2016)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)International Liquidity and Exchange Rate Dynamics * (2015)Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine (2022)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Exchange rate exposure, hedging, and the use of foreign currency derivatives (2001)The Use of Foreign Currency Derivatives and Firm Market Value (2001)The Economic Geography of the Internet Age (2001)Regions, Globalization, Development (2003)Attitudes toward Highly Skilled and Low-skilled Immigration: Evidence from a Survey Experiment (2010)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)
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References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited
  • 1987International Economics: Theory and Policy1,275 cited
  • 1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
  • 1980Exchange Rates and the Current Account.1,042 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 dollar489 cited
  • 1985Conditional variance and the risk premium in the foreign exchange market485 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
  • 1992MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION438 cited

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  • 1996ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES427 cited
  • 2000Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence281 cited
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    • 2020The impact of oil prices on stock market development in Pakistan: Evidence with a novel dynamic simulated ARDL approach57 cited