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Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries
16 references·16 citing·33 second hopsampled
Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries (2002)Stock Prices and Exchange Rates: Are they…Some Recent Developments in a Concept of Causality (2010)Some Recent Developments in a…The Use of Foreign Currency Derivatives and Firm Market Value (2001)The Use of Foreign Currency D…A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…The Foreign Exchange Exposure of Japanese Multinational Corporations (1998)The Foreign Exchange Exposure…Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect (1994)Firm Valuation, Earnings Expe…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Stock prices and the effective exchange rate of the dollar (1992)Stock prices and the effectiv…DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)DETERMINATION OF COINTEGRATIO…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Some recent development in a concept of causality (1988)Some recent development in a …DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Exchange Rates and the Current Account. (1980)Exchange Rates and the Curren…Exchange rate movement and stock market performance: An application of the ARDL model (2022)Exchange rate movement and st…The dynamic impact of foreign portfolio investment on stock prices in Pakistan (2019)The dynamic impact of foreign…Stock market and foreign exchange market integration in South Africa (2017)Stock market and foreign exch…Impact of Exchange Rate on Stock Market (2015)Impact of Exchange Rate on St…Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey (2015)Frequency Domain Causality An…Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets (2014)Time–frequency relationship b…Untangling the non‐linear causal nexus between exchange rates and stock prices (2012)Untangling the non‐linear cau…The Role of FDI on Stock Market Development: The Case of Pakistan (2012)The Role of FDI on Stock Mark…IMPACT OF INTEREST RATE, EXCHANGE RATE AND INFLATION ON STOCK RETURNS OF KSE 100 INDEX (2012)IMPACT OF INTEREST RATE, EXCH…Causal relationship between stock prices and exchange rates (2011)Causal relationship between s…Causal Relationship between Macro-economic Variables and Stock Market: A case study for India (2011)Causal Relationship between M…Causal relationship between macro-economic indicators and stock exchange prices in Pakistan (2010)Causal relationship between m…A Study of Exchange Rates Movement and Stock Market Volatility (2010)A Study of Exchange Rates Mov…Dynamic Relationship between Stock Prices and Exchange Rates: Evidence from Three South Asian Countries (2009)Dynamic Relationship between …An Empirical Investigation of the Causal Relationship among Monetary Variables and Equity Market Returns (2009)An Empirical Investigation of…Analysis of the relationship between the share market performance and exchange rates in New Zealand: A cointegrating VAR approach (2006)Analysis of the relationship …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 2001The Use of Foreign Currency Derivatives and Firm Market Value1,060 cited
  • 1980Exchange Rates and the Current Account.1,042 cited
  • 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
  • 2010Some Recent Developments in a Concept of Causality790 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 1994Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect751 cited

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1998
The Foreign Exchange Exposure of Japanese Multinational Corporations
603 cited
  • 1992Stock prices and the effective exchange rate of the dollar489 cited
  • Cited by

    • 2009Dynamic Relationship between Stock Prices and Exchange Rates: Evidence from Three South Asian Countries121 cited
    • 2010A Study of Exchange Rates Movement and Stock Market Volatility119 cited
    • 2010Causal relationship between macro-economic indicators and stock exchange prices in Pakistan91 cited
    • 2011Causal Relationship between Macro-economic Variables and Stock Market: A case study for India85 cited
    • 2011Causal relationship between stock prices and exchange rates83 cited
    • 2015Impact of Exchange Rate on Stock Market68 cited
    • 2012Untangling the non‐linear causal nexus between exchange rates and stock prices67 cited
    • 2014Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets54 cited
    • 2012The Role of FDI on Stock Market Development: The Case of Pakistan52 cited
    • 2019The dynamic impact of foreign portfolio investment on stock prices in Pakistan45 cited
    • 2009An Empirical Investigation of the Causal Relationship among Monetary Variables and Equity Market Returns44 cited
    • 2006Analysis of the relationship between the share market performance and exchange rates in New Zealand: A cointegrating VAR approach42 cited
    • 2017Stock market and foreign exchange market integration in South Africa36 cited
    • 2022Exchange rate movement and stock market performance: An application of the ARDL model35 cited
    • 2015Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey34 cited
    • 2012IMPACT OF INTEREST RATE, EXCHANGE RATE AND INFLATION ON STOCK RETURNS OF KSE 100 INDEX33 cited