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Exchange rate volatility and stock returns for the U.S.
16 references·1 citing·42 second hop
Exchange rate volatility and stock returns for the U.S. (2011)Exchange rate volatility and stock return…International Trade and the Forward Exchange Market (2016)International Trade and the F…Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's (2000)Exchange-Rate Volatility and …On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Exchange Risk Sensitivity and Its Determinants: A Firm and Industry Analysis of U.S. Multinationals (1995)Exchange Risk Sensitivity and…Inflation and Asset Returns in a Monetary Economy (1992)Inflation and Asset Returns i…The effects of exchange rate volatility on exports (1991)The effects of exchange rate …On the Predictive Power of Interest Rates and Interest Rate Spreads (1990)On the Predictive Power of In…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Testing for Nonlinear Depende…Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts (1989)Conditional Heteroscedasticit…Exchange Rate Variability and the Slowdown in Growth of International Trade (1988)Exchange Rate Variability and…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…The effect of exchange rate uncertainty on the prices and volume of international trade (1978)The effect of exchange rate u…EXCHANGE RATE CHANGES, INFLATION, AND THE VALUE OF THE MULTINATIONAL CORPORATION (1975)EXCHANGE RATE CHANGES, INFLAT…UNCERTAINTY, EXCHANGE RISK, AND THE LEVEL OF INTERNATIONAL TRADE (1973)UNCERTAINTY, EXCHANGE RISK, A…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Effects of Exchange Rate Volatility on the Stock Market: A Case Study of South Africa (2013)Effects of Exchange Rate Vola…Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Exchange rate volatility and trade flows: a review article (2007)Energy consumption, economic growth and carbon emissions: Cointegration and causality evidence from selected African countries (2016)Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach (2017)American Economic Review (2019)The arbitrage theory of capital asset pricing (1976)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Stock Return Predictability and The Role of Monetary Policy (1997)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Stock market volatility and the information content of stock index options (1992)Stock prices and the Wall Street weather (1993)Asymmetric volatility transmission in international stock markets (1995)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Asset Prices in an Exchange Economy (1978)Nonparametric exchange rate prediction? (1990)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Modern Portfolio Theory and Investment Analysis. (1982)The Exchange-Rate Exposure of U.S. Multinationals (1990)The Cross-Section of Expected Stock Returns (1992)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Estimating Exchange Rate Exposures: Issues in Model Structure (2003)Resolving the exposure puzzle: The many facets of exchange rate exposure (2009)Real Exchange Rate Risk, Expectations, and the Level of Direct Investment (1985)Exchange rates and traded goods prices (1988)Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models (1993)Yen Bloc or Dollar Bloc? Exchange Rate Policies of the East Asian Economies (1994)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

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253 cited
  • 1990On the Predictive Power of Interest Rates and Interest Rate Spreads196 cited
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    • 2013Effects of Exchange Rate Volatility on the Stock Market: A Case Study of South Africa58 cited