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Dynamic relationship between exchange rate and stock price: Evidence from China · Study

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ArticleDynamic relationship between exchange rate and stock price: Evidence from China

Hua Zhao2009

Article2009

Dynamic relationship between exchange rate and stock price: Evidence from China

262 citations·0/0 files stored·Research in International Business and Finance

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

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1995Multivariate Simultaneous Generalized ARCH 1988A Capital Asset Pricing Model with Time-Varying Covariances 1990The Exchange-Rate Exposure of U.S. Multinationals 1980Exchange Rates and the Current Account.

Cited by

2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 2015Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis 2015On the relation between stock prices and exchange rates: a review article 2017Real exchange rate returns and real stock price returns 2013A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach

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Details

Year2009

Typearticle

Published2009-10-13

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations262

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.ribaf.2009.09.001

openalex_workW2085863901

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2013Returns and volatility spillover between stock prices and exchange rates

2020The Application of Stock Index Price Prediction with Neural Network

2016Who are the net senders and recipients of volatility spillovers in China’s financial markets?