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Stock prices and exchange rates in VEC model—The case of Singapore in the 1990s

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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
1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
1992Stock prices and the effective exchange rate of the dollar492 cited
1992Impulse response analysis of cointegrated systems433 cited
1996ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES427 cited
1989The stock market and exchange rate dynamics269 cited

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2010A Study of Exchange Rates Movement and Stock Market Volatility119 cited
2017Determinants of stock market development: a review of the literature91 cited
2014Dynamic linkages between Asian stock prices and exchange rates: new evidence from causality in quantiles70 cited
2015Dynamic heterogeneous panel analysis of the correlation between stock prices and exchange rates

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2021Co‐movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach51 cited

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