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Borsa Istanbul Review, 2018 Based on a wavelet analysis, this study investigates the dynamic links between exchange rates and stock returns in Brazil, Russia, India, China, and South Africa (BRICS).
Ahmed Mohamed Dahir +3 more
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Stock Prices, Exchange Rates and Monetary Policy [PDF]
, 1999 This paper attempts to model the relationship between monetary policy and financial asset prices. We develop an aggregative model under forward-looking rational expectations to analyse the optimal monetary policy response to stock prices and exchange rates shocks. We first demonstrate that a model ignoring the impact of equity prices and exchange rates
Dor, Eric, Durré, Alain
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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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Effect of Exchange Rate, Foreign Exchange Reserves, and Consumer Price Index on the Shariah Shares Index of Asian Countries [PDF]
Облік і фінанси, 2020 Sharia shares are securities proof of equity participation in a company. On the base of this proof of participation shareholders are entitled to a share of income arisen from the company's business.
Dolly Tanzil +2 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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