Results 261 to 270 of about 758,750 (308)
The effects of the exchange rate movements on the Istanbul stock exchange
, 2015 openaire +2 more sources
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
openaire +2 more sources
Some of the next articles are maybe not open access.
Related searches:
Related searches:
Stock prices and exchange rate dynamics
Journal of International Money and Finance, 2000Abstract 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
Turbulent Behavior of Stock Exchange Indices and Foreign Currency Exchange Rates
International Journal of Bifurcation and Chaos, 1997The 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
openaire +2 more sources
Exchange Rate Exposure of Stock Returns at Firm Level [PDF]
SSRN 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
Exchange Rate Dynamics with Stock/Flow Interaction
Journal of Political Economy, 1977The 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.
openaire +1 more source
Equity flows, stock returns and exchange rates
International Journal of Finance & Economics, 2017We explore the effects of equity flows between U.S. and U.K. investors upon equity and exchange rate returns within a unified empirical framework on the basis of a trivariate vector autoregressive system that incorporates mean and volatility spillovers and allows for dynamic conditional correlations. Our findings are as follows: First, we reveal strong
Angelos Kanas, Sotirios Karkalakos
openaire +1 more source
Effects of Interest Rates and Exchange Rates on Bank Stock Returns
2016This 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.
openaire +1 more source
Top 50 Australian Stocks Exchange Dark Pool Participation Rate
The Journal of Trading, 2015The two competing Australian stock exchanges have an extremely high and growing percentage of their trading volumes being transacted from within their own competing dark pool matching services. In this article, the authors determine the exchange dark pool participation rate (EDPPR) in 50 of the largest Australian stocks by market capitalization during ...
David Stocken, Andrew McCauley
openaire +1 more source