Dynamics Between Exchange Rates And Stock Prices: Evidence From Developed And Emerging Markets
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Cited by:
- Shada Almuwallad, 0000. "Exploring the Dynamics: Granger Causality Between Macroeconomic Variables and Sectoral Stock Prices Before and After the 2008 Financial Crisis: Evidence From The FTSE All-Share Index," Proceedings of Economics and Finance Conferences 14416316, International Institute of Social and Economic Sciences.
- Tshikalange, Mulanga & Bonga-Bonga, Lumengo, 2023. "The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons," MPRA Paper 118401, University Library of Munich, Germany.
- Sokhanvar, Amin & Çiftçioğlu, Serhan & Hammoudeh, Shawkat, 2024. "Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine," Research in International Business and Finance, Elsevier, vol. 67(PB).
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Keywords
Stock Price; Exchange Rate; Global Financial Crisis; Multivariate Granger Causality Tests;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
- G1 - Financial Economics - - General Financial Markets
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