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Dynamic heterogeneous panel analysis of the correlation between stock prices and exchange rates
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Dynamic heterogeneous panel analysis of the correlation between stock prices and exchange rates (2015)Dynamic heterogeneous panel analysis of t…Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011)Stock market volatility and e…Dynamic effects of trade openness on financial development (2009)Dynamic effects of trade open…Journal of Applied Econometrics (2006)Journal of Applied Econometri…Financial Development, Financial Fragility, and Growth (2006)Financial Development, Financ…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…Financial Development, Financial Fragility, and Growth (2004)Financial Development, Financ…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…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines (1997)Exchange rate and stock price…ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)ON THE DYNAMIC RELATION BETWE…Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect (1994)Firm Valuation, Earnings Expe…Stock prices and the effective exchange rate of the dollar (1992)Stock prices and the effectiv…Exchange Rates and the Current Account. (1980)Exchange Rates and the Curren…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 and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Asset returns and inflation (1977)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)THE BANGLADESH DEVELOPMENT STUDIES (2009)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Exchange Rate Exposure (2001)Economic Links and Predictable Returns (2008)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Empirical modelling of contagion: a review of methodologies (2005)Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis (2008)Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies (2016)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Testing for unit roots in heterogeneous panels (2003)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1995)Chapter 8 Growth Econometrics (2005)Remittances, financial development, and growth (2008)Too much finance? (2015)Statistical analysis of cointegration vectors (1988)Dynamic relationship between exchange rate and stock price: Evidence from China (2009)Downside and upside risk spillovers between exchange rates and stock prices (2015)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)International Liquidity and Exchange Rate Dynamics * (2015)Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine (2022)Exchange rate volatility and productivity growth: The role of financial development (2009)Rethinking Financial Deepening (2015)The Effect of Fixed Exchange Rates on Monetary Policy (2004)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)The Mechanism(s) of Neighbourhood Effects: Theory, Evidence, and Policy Implications (2011)
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References

  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 1980Exchange Rates and the Current Account.1,043 cited
  • 2006Journal of Applied Econometrics990 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
  • 2004Financial Development, Financial Fragility, and Growth595 cited
  • 2006Financial Development, Financial Fragility, and Growth523 cited
  • 1992Stock prices and the effective exchange rate of the dollar492 cited
  • 2001Dynamic relationship between stock prices and exchange rates for G-7 countries472 cited
  • 1997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines466 cited
  • 2005Stock prices and exchange rate dynamics459 cited
  • 1996ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES427 cited
  • 2006Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets325 cited
  • 2009Dynamic effects of trade openness on financial development

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263 cited
  • 2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach233 cited
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