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EXCHANGE RATE AND STOCK PRICE INTERACTION IN MAJOR ASIAN MARKETS: EVIDENCE FOR INDIVIDUAL COUNTRIES AND PANELS ALLOWING FOR STRUCTURAL BREAKS
16 references·8 citing·30 second hop
EXCHANGE RATE AND STOCK PRICE INTERACTION IN MAJOR ASIAN MARKETS: EVIDENCE FOR INDIVIDUAL COUNTRIES AND PANELS ALLOWING FOR STRUCTURAL BREAKS (2011)EXCHANGE RATE AND STOCK PRICE INTERACTION…American Economic Review (2019)American Economic ReviewMinimum LM Unit Root Test with One Structural Break (2004)Minimum LM Unit Root Test wit…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Stock prices and the effective exchange rate of the dollar (1992)Stock prices and the effectiv…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Causality, cointegration, and control (1988)Causality, cointegration, and…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Exchange Rates and the Current Account. (1980)Exchange Rates and the Curren…The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies (2022)The nonlinear and negative ta…Exchange Rate, COVID‐19, and Stock Returns in Africa: Insights from Time‐Frequency Domain (2022)Exchange Rate, COVID‐19, and …Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions (2021)Oil price changes, uncertaint…Exchange rates and stock markets in emerging economies: new evidence using the Quantile-on-Quantile approach (2021)Exchange rates and stock mark…Volatility spillovers between real exchange rate returns and real stock price returns in Malaysia (2018)Volatility spillovers between…On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis (2017)On the relation between excha…Türkiye’de Hisse Senedi Getirileri ile Döviz Kuru Arasındaki İlişkinin İncelenmesi: ARDL Yaklaşımı (2016)Türkiye’de Hisse Senedi Getir…On the relation between stock prices and exchange rates: a review article (2015)On the relation between stock…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)Testing for a Unit Root in Time Series Regression (1988)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Time Series Analysis: Forecasting and Control (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Relational View: Cooperative Strategy and Sources of Interorganizational Competitive Advantage (1998)The Promise of Entrepreneurship as a Field of Research (2000)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2019American Economic Review10,902 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
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  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
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  • 1980Exchange Rates and the Current Account.1,042 cited
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  • 2004Minimum LM Unit Root Test with One Structural Break616 cited
  • 1988Causality, cointegration, and control

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554 cited
  • 1992Stock prices and the effective exchange rate of the dollar489 cited
  • Cited by

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    • 2021Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions108 cited
    • 2021Exchange rates and stock markets in emerging economies: new evidence using the Quantile-on-Quantile approach60 cited
    • 2017On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis57 cited
    • 2022The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies44 cited
    • 2022Exchange Rate, COVID‐19, and Stock Returns in Africa: Insights from Time‐Frequency Domain36 cited
    • 2018Volatility spillovers between real exchange rate returns and real stock price returns in Malaysia22 cited
    • 2016Türkiye’de Hisse Senedi Getirileri ile Döviz Kuru Arasındaki İlişkinin İncelenmesi: ARDL Yaklaşımı18 cited