SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The nonlinear relationships between stock indexes and exchange rates · Study

ArticleShelves

ArticleThe nonlinear relationships between stock indexes and exchange rates

Liang‐Chun Ho2015

Article2015

The nonlinear relationships between stock indexes and exchange rates

Liang‐Chun Ho · Chia‐Hsing Huang

37 citations·0/0 files stored·Japan and the World Economy

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 37 citations exist upstream.

References

1980Exchange Rates and the Current Account.2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity 1988Bayesian skepticism on unit root econometrics 1997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines 1989The stock market and exchange rate dynamics 2012The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach 1998On the relationship between stock returns and exchange rates: Tests of granger causality 2006A Lagrange multiplier test for causality in variance

Cited by

2020Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries 2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets 2017Spillover effect of US dollar on the stock indices of BRICS 2022A CEEMD-ARIMA-SVM model with structural breaks to forecast the crude oil prices linked with extreme events 2018

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2021Co‐movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approacharticle · 7 shared references 2022The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economiesarticle · 6 shared references 2020Volatility spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countriesarticle · 5 shared references 2011Causal relationship between stock prices and exchange ratesarticle · 5 shared references 2017Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysisarticle · 5 shared references 2012Untangling the non‐linear causal nexus between exchange rates and stock pricesarticle · 5 shared references

Details

Year2015

Typearticle

Published2015-02-01

VenueJapan and the World Economy

ISSN-L0922-1425

Languageen

Citations37

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.japwor.2015.02.002

openalex_workW2043909041

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data

2017Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China

2016Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries