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The nonlinear relationships between stock indexes and exchange rates
11 references·7 citing·44 second hop
The nonlinear relationships between stock indexes and exchange rates (2015)The nonlinear relationships between stock…The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach (2012)The relationship between stoc…Financial liberalization, exchange rates and stock prices: Exogenous shocks in four Latin America countries (2010)Financial liberalization, exc…A Lagrange multiplier test for causality in variance (2006)A Lagrange multiplier test fo…Stock Market and Foreign Exchange Market in India: Are they Related? (2004)Stock Market and Foreign Exch…On the Causality Between Exchange Rates and Stock Prices: A Note (2002)On the Causality Between Exch…The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)The New Econometrics of Struc…On the relationship between stock returns and exchange rates: Tests of granger causality (1998)On the relationship between s…Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines (1997)Exchange rate and stock price…The stock market and exchange rate dynamics (1989)The stock market and exchange…Bayesian skepticism on unit root econometrics (1988)Bayesian skepticism on unit r…Exchange Rates and the Current Account. (1980)Exchange Rates and the Curren…A CEEMD-ARIMA-SVM model with structural breaks to forecast the crude oil prices linked with extreme events (2022)A CEEMD-ARIMA-SVM model with …Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries (2020)Causality and dynamic relatio…Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data (2018)Time-varying causality betwee…Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China (2017)Structural breaks, dynamic co…Spillover effect of US dollar on the stock indices of BRICS (2017)Spillover effect of US dollar…Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets (2017)Dynamic correlations between …Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries (2016)Impacts of short-term interes…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Expectations and Exchange Rate Dynamics (1976)Trends and random walks in macroeconmic time series (1982)Bivariate causality between exchange rates and stock prices in South Asia (2003)THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL (2006)Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets (2013)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multivariate Simultaneous Generalized ARCH (1995)Biofuel-related price transmission literature: A review (2013)Dynamic spillovers among major energy and cereal commodity prices (2014)Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)Asset Prices in an Exchange Economy (1978)The theory and practice of econometrics (1986)Trends and random walks in macroeconomic time series (1988)Common stochastic trends in international stock markets (1992)Predictive regressions (1999)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Output Fluctuations in the United States: What Has Changed Since the Early 1980's? (2000)Oil and the Macroeconomy Since the 1970s (2004)Exchange Rate Pass-Through into Import Prices (2005)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Effect of exchange rate volatility on the Ghana Stock Exchange (2008)Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter? (2015)Does the Indian Financial Market Nosedive because of the COVID-19 Outbreak, in Comparison to after Demonetisation and the GST? (2020)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Staggered prices in a utility-maximizing framework (1983)ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)Staggered Prices in a Utility-Maximizing Framework (1996)Stock prices and exchange rate dynamics (2005)Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)Testing for a Unit Root in Time Series Regression (1988)The analysis of household surveys (1997)On the relation between stock prices and exchange rates: a review article (2015)Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes (2019)Does crude oil price stimulate economic policy uncertainty in BRICS? (2021)Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model (2003)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Multivariate granger causality between electricity consumption, exports and GDP: Evidence from a panel of Middle Eastern countries (2008)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)Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis (2017)
this work references cited by second hop

References

  • 1980Exchange Rates and the Current Account.1,043 cited
  • 2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity853 cited
  • 1988Bayesian skepticism on unit root econometrics527 cited
  • 1997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines466 cited
  • 1989The stock market and exchange rate dynamics269 cited
  • 2012The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach236 cited
  • 1998On the relationship between stock returns and exchange rates: Tests of granger causality220 cited
  • 2006A Lagrange multiplier test for causality in variance184 cited
  • 2004Stock Market and Foreign Exchange Market in India: Are they Related?147 cited
  • 2002On the Causality Between Exchange Rates and Stock Prices: A Note105 cited
  • 2010Financial liberalization, exchange rates and stock prices: Exogenous shocks in four Latin America countries92 cited

Cited by

  • 2020Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries68 cited
  • 2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets64 cited
  • 2017

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Spillover effect of US dollar on the stock indices of BRICS
52 cited
  • 2022A CEEMD-ARIMA-SVM model with structural breaks to forecast the crude oil prices linked with extreme events28 cited
  • 2018Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data20 cited
  • 2017Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China16 cited
  • 2016Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries14 cited