Results 211 to 220 of about 50,630 (258)

Predicting BRICS NIFTY50 returns using XAI and S.A.F.E AI lens. [PDF]

open access: yesFront Artif Intell
Ghosh I   +4 more
europepmc   +1 more source

Exchange Rate and Stock Prices in Japan

open access: yesExchange Rate and Stock Prices in Japan
openaire  

Stock prices and exchange rate dynamics

Journal of International Money and Finance, 2000
Abstract We study the long-run and short-run dynamics between stock prices and exchange rates and the channels through which exogenous shocks impact on these markets by using cointegration methodology and multivariate Granger causality tests. We apply the analysis to a group of Pacific Basin countries over the period 1980–1998.
Kate Phylaktis, Fabiola Ravazzolo
openaire   +1 more source

The effects of the exchange rate movements on the Istanbul stock exchange

Applied Financial Economics Letters, 2007
This study examines the effects of exchange rate movements on the stock market in Turkey using a monthly VAR model for the period from January 1997 to November 2003. The full sample period contains two main changes in the exchange rate policy which happened in January 1990 and December 1999.
Nukhet Dogan, Yeliz Yalcin
openaire   +1 more source

Exchange Rates and Stock Prices: Are they Related?

SSRN Electronic Journal, 2002
Changes in exchange rates are expected to affect the competitiveness of companies: a strong dollar is bad for American exporters and a weak dollar is good. Yet empirical research has not found much evidence of the expected contemporaneous correlation between exchange rate changes and stock returns even for a carefully selected set of exporting firms ...
Mahesh Pritamani   +2 more
openaire   +1 more source

Exchange Rate Exposure of Stock Returns at Firm Level [PDF]

open access: possibleSSRN Electronic Journal, 2014
The use of conventional augmented CAPM specification in estimating the exchange rate exposure may result in less reliable estimates for, at least, two reasons. First, it does not take into account a few important stylized facts associated with financial time series.
Gamini Premaratne, Prabhath Jayasinghe
openaire   +1 more source

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