Results 1 to 10 of about 758,750 (308)
TESTING THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICE IN THE ASEAN COUNTRIES
Economic Journal of Emerging Markets, 2011 The aim of this paper is to investigate the statistical relationship between stock prices and exchange rates in ASEAN from 1993–2006. Using Engle-Granger test, it finds that the re-lationship between stock prices and exchange rates is characterized by a ...
Dwipraptono Agus Harjito
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The impact of real exchange rates on real stock prices [PDF]
Journal of Economics Finance and Administrative Science, 2022 Purpose – The study examines the impact of real exchange rates and asymmetric real exchange rates on real stock prices in Malaysia, the Philippines, Singapore, Korea, Japan, the United Kingdom (UK), Germany, Hong Kong and Indonesia.
Hock Tsen Wong
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Jurnal Aplikasi Manajemen, 2021 The purpose of this study was to determine the effect of technical information on stock returns partially. Risk and return are interrelated. The greater the return, the greater the risk obtained.
Suharyanto Suharyanto, Achmad Zaki
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Private Information, Stock Markets, and Exchange Rates [PDF]
SSRN Electronic Journal, 2009 Explaining exchange rates has long been an important but vexing issue in international economics and finance. In recent years, a number of studies have shown that investors' private information plays a central role in determining exchange rates. We demonstrate in this paper that the private information of investors relevant for exchange rates is ...
Jacob Gyntelberg +3 more
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Causal relationship between stock prices and exchange rates [PDF]
The Journal of International Trade & Economic Development, 2011 This paper investigates the nature of the causal linkage between stock markets and foreign exchange markets in Australia, Canada, Japan, Switzerland, and UK from 1992:1 to 2005:12. Recently developed cointegration tests are employed and no evidence of a long-run relationship between the variables is found. Three variations of the Granger causality test
Alagidede, Paul +2 more
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The Influence of Oil Prices on Stock Market Returns in Saudi Arabian Companies: The Implementation of Econometric Models [PDF]
Management and Economics Review, 2021 The countries in the sample are of special importance, as they have different rates of growth, different important characteristics of the financial system and levels of stock market progress.
Khodor SHATILA
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Oil Prices, Exchange Rates and Emerging Stock Markets [PDF]
SSRN Electronic Journal, 2011 While two different streams of literature exist investigating 1) the relationship between oil prices and emerging market stock prices and 2) the relationship between oil prices and exchange rates, relatively little is known about the dynamic relationship between oil prices, exchange rates and emerging market stock prices.
Basher, Syed Abul +2 more
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What Do Stock Markets Tell Us About Exchange Rates? [PDF]
SSRN Electronic Journal, 2014 Abstract The sign of the correlation between equity returns and exchange rate returns can be positive or negative in theory. Using data for a broad set of forty-two countries, we find that exchange rate movements are in fact unrelated to differentials in country-level equity returns.
Cenedese, Gino +3 more
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Jurnal Akuntansi dan Perpajakan, 2021 This study aims to determine the effect of inflation, exchange rates, interest rates, and transaction volume on stock prices of companies in the food and beverage sector.
Serena Sila Sebo, Moch Nafi
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Not So Disconnected: Exchange Rates and the Capital Stock [PDF]
SSRN Electronic Journal, 2015 We investigate the link between stochastic properties of exchange rates and differences in capital-output ratios across industrialized countries. To this end, we endogenize capital accumulation within a standard model of exchange rate determination with nontraded goods.
Tarek Alexander Hassan +2 more
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