SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Exchange rates, bond yields and the stock market: nonlinear evidence of Indonesia during the COVID-19 period
16 references·0 citing·46 second hopsampled
Exchange rates, bond yields and the stock market: nonlinear evidence of Indonesia during the COVID-19 period (2023)Exchange rates, bond yields and the stock…A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes (2021)A Nonlinear Autoregressive Di…Bond Risk Premia and The Exchange Rate (2020)Bond Risk Premia and The Exch…Bitcoin and gold price returns: A quantile regression and NARDL analysis (2020)Bitcoin and gold price return…Liquidity and Exchange Rates: An Empirical Investigation (2018)Liquidity and Exchange Rates:…Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach (2017)Do exchange rate changes impr…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…The Liberalization and Management of Capital Flows - An Institutional View (2012)The Liberalization and Manage…Capital flows and real exchange rates in emerging Asian countries (2012)Capital flows and real exchan…Stocks, bonds, money markets and exchange rates: measuring international financial transmission (2010)Stocks, bonds, money markets …Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …Exchange Rates, Equity Prices, and Capital Flows (2005)Exchange Rates, Equity Prices…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…Exchange rate regime, volatility and international correlations on bond and stock markets (1999)Exchange rate regime, volatil…Stock prices and the effective exchange rate of the dollar (1992)Stock prices and the effectiv…Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)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)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)Autoregressive modelling and money-income causality detection (1981)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)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)Discretion versus policy rules in practice (1993)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)Capital flows, push versus pull factors and the global financial crisis (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Statistical analysis of cointegration vectors (1988)Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)Dynamic relationship between exchange rate and stock price: Evidence from China (2009)Downside and upside risk spillovers between exchange rates and stock prices (2015)Currency crashes in emerging markets: An empirical treatment (1996)Finance and Growth: Theory and Evidence (2004)What matters for financial development? Capital controls, institutions, and interactions (2005)An Overview of Macroprudential Policy Tools (2015)WHAT DRIVES CAPITAL FLOWS TO EMERGING MARKETS? A SURVEY OF THE EMPIRICAL LITERATURE (2018)Global Waves of Debt: Causes and Consequences (2021)Empirical exchange rate models of the seventies (1983)Exchange Rate Dynamics Redux (1995)The Limits of Arbitrage (1995)International Financial Adjustment (2005)International Financial Adjustment (2007)Rare Disasters and Exchange Rates * (2015)Macroeconomics and Reality (1980)Financial Cycles: What? How? When? (2011)Volatility spillovers across global asset classes: Evidence from time and frequency domains (2018)Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2022)Renewable energy, energy intensity and carbon reduction: Experience of large emerging economies (2021)Reduction of CO2 emissions: The role of renewable energy, technological innovation and export quality (2022)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 2005Exchange Rates, Equity Prices, and Capital Flows622 cited
  • 2012The Liberalization and Management of Capital Flows - An Institutional View509 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
  • 2010Stocks, bonds, money markets and exchange rates: measuring international financial transmission370 cited
  • 2017Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach293 cited
  • 2020Bitcoin and gold price returns: A quantile regression and NARDL analysis185 cited
  • 1999Exchange rate regime, volatility and international correlations on bond and stock markets118 cited
  • 2012Capital flows and real exchange rates in emerging Asian countries103 cited
  • 2018Liquidity and Exchange Rates: An Empirical Investigation97 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2020Bond Risk Premia and The Exchange Rate90 cited
  • 2021A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes35 cited
  • Cited by

    No citing works inside the corpus for this window.