Results 221 to 230 of about 50,630 (258)

Exchange Rate Dynamics with Stock/Flow Interaction

Journal of Political Economy, 1977
The paper examines the adjustment of the exchange rate and domestic prices to a monetary change under flexible exchange rates. The emphasis is on the dynamic interaction between the classical stock aspects, stressed by the monetary approach, and the flow aspects, stressed by the elasticity approach.
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Effects of Interest Rates and Exchange Rates on Bank Stock Returns

2016
This research attempts to investigate the effects of changes in interest rates (IR) and foreign exchange rates (FX) on bank stock returns (BSR) in the context of Kenya. Further, it will investigate the effects of actual interest and exchange rates on bank stock returns.
Katsikas, E., Brahma, S., Wangeci, S.M.
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Turbulent Behavior of Stock Exchange Indices and Foreign Currency Exchange Rates

International Journal of Bifurcation and Chaos, 1997
The time evolution of stock exchange indices and foreign currency exchange rates has many similarities with turbulent flows. In particular, the probability densities of price changes are non-Gaussian and develop stretched exponential tails, quite similar to the densities of velocity differences measured in fully developed hydrodynamical turbulence. We
Hilgers, Angela, Beck, Christian
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Exchange rate volatility and the stability of stock prices

International Review of Economics & Finance, 2015
This paper examines how exchange-rate volatility affects the volatility of stock prices. To account for the possibility that exchange-rate volatility and stock price volatility are endogenously determined by the structure of the market on which the stock is traded, we examine the volatility of American Depositary Receipts (ADRs) while conditioning on ...
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Exchange rates and stock markets

2013
The study employs a vector error correction model, cointegration analysis and Granger causality test to examine the short- and long-run dynamic relationship between the USD/SEK exchange rate and the OMXS30. In the short-run we found statistical evidence of OMXS30 granger causing the USD/SEK currency exchange rate positively but no statistical evidence ...
Fathi, Adam, Staf, Christian
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Stock Prices and Effective Exchange Rates

2003
The rapid expansion in international trade during the 1970s and the adoption of freely floating exchange rate regimes by many industrialized countries in 1973 heralded a new era of increased exchange rate volatility. Inevitably, firms’ exposure to foreign exchange rate risks increased.
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Exchange Rate, Interest Rates, and Stock Market Cointegration

Proceedings of the 2023 14th International Conference on E-business, Management and Economics, 2023
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Impact of Exchange Rate on Stock Market

2015
The exchange rate and stock market are the two fundamental financial markets in the world. These two markets are playing key role in an international business all over the world. It is necessary to understand the relationship between the both markets so that the investors may be able to invest in a better way by taking the minimum risk.
SURİANİ, Seri, KUMAR, M. Dileep, JAMİL, Farhan, MUNEER, Saqib   +3 more
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Persistent exchange-rate movements and stock returns

Journal of International Financial Markets, Institutions and Money, 2014
Abstract We hypothesize that persistent exchange-rate movements are a distress risk and a state variable in the Merton (1973) sense. To test our hypothesis, we use the tracking portfolio approach of Lamont (2001) to capture news about future persistent exchange-rate movements.
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Imprecise Return Rates on the Warsaw Stock Exchange

SSRN Electronic Journal, 2013
The return rate in imprecision risk may be described as a fuzzy probabilistic set (Piasecki, 2011a). Properties of this return are considered in (Piasecki, 2011b) for any probability distribution of future value. On the other side, in (Piasecki, Tomasik, 2013) is shown that the Normal Inverse Gaussian distribution (NIG distribution) is the best ...
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