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On the relation between stock prices and exchange rates: a review article
16 references·12 citing·37 second hop
On the relation between stock prices and exchange rates: a review article (2015)On the relation between stock prices and …Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach (2012)The relationship between stoc…The comovement between exchange rates and stock prices in the Asian emerging markets (2011)The comovement between exchan…Oil prices, exchange rates and emerging stock markets (2011)Oil prices, exchange rates an…Dynamic relationship between exchange rate and stock price: Evidence from China (2009)Dynamic relationship between …Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)Dynamic linkages between exch…Stock prices and exchange rate dynamics (2005)Stock prices and exchange rat…EXCHANGE RATES AND STOCK PRICES: A STUDY OF THE US CAPITAL MARKETS UNDER FLOATING EXCHANGE RATES (2003)EXCHANGE RATES AND STOCK PRIC…Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Dynamic relationship between …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Stock prices and the effective exchange rate of the dollar (1992)Stock prices and the effectiv…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Stock Price Reaction of Multinational Firms to Exchange Realignments (1972)Stock Price Reaction of Multi…30 years of exchange rate analysis and forecasting: A bibliometric review (2023)30 years of exchange rate ana…The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies (2022)The nonlinear and negative ta…The impact of real exchange rates on real stock prices (2022)The impact of real exchange r…Impact of macroeconomic variables on the performance of stock exchange: a systematic review (2021)Impact of macroeconomic varia…Stock return-inflation nexus; 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 2011Oil prices, exchange rates and emerging stock markets729 cited
  • 1992Stock prices and the effective exchange rate of the dollar489 cited
  • 2001Dynamic relationship between stock prices and exchange rates for G-7 countries472 cited
  • 2005Stock prices and exchange rate dynamics459 cited
  • 2006Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets325 cited
  • 2003EXCHANGE RATES AND STOCK PRICES: A STUDY OF THE US CAPITAL MARKETS UNDER FLOATING EXCHANGE RATES272 cited
  • 2009Dynamic relationship between exchange rate and stock price: Evidence from China262 cited
  • 2011The comovement between exchange rates and stock prices in the Asian emerging markets244 cited

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2012
The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach
236 cited
  • 1972Stock Price Reaction of Multinational Firms to Exchange Realignments178 cited
  • Cited by

    • 2020Asymmetrical relationship between oil prices, gold prices, exchange rate, and stock prices during global financial crisis 2008: Evidence from Pakistan111 cited
    • 2021Impact of macroeconomic variables on the performance of stock exchange: a systematic review73 cited
    • 2018Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa57 cited
    • 2022The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies44 cited
    • 2022The impact of real exchange rates on real stock prices31 cited
    • 2020Stock return-inflation nexus; revisited evidence based on nonlinear ARDL28 cited
    • 2019Economic Integration and the Currency and Equity Markets Nexus27 cited
    • 202330 years of exchange rate analysis and forecasting: A bibliometric review26 cited
    • 2019Stock prices, exchange rates and portfolio equity flows24 cited
    • 2017UK trade balance with its trading partners: An asymmetry analysis23 cited
    • 2018Stock prices and exchange rate dynamics in Nigeria: An asymmetric perspective15 cited
    • 2019HARGA SAHAM, NILAI TUKAR MATA UANG DAN TINGKAT SUKU BUNGA ACUAN DALAM MODEL AUTOREGRESSIVE DISTRIBUTED LAG (ARDL)14 cited