Add to ORKGThis article contributes to the debate on stock prices and exchange rates in Malaysia. It examines causal relations using a new Granger non-causality test proposed by Toda and Yamamoto (Journal of Econometrics, 66, 225-50, 1995). Among the findings of interest, there is a feedback interaction between exchange rates and stock prices for the pre-crisis period. The results also reveal that exchange rates lead stock prices for the crisis period. In a financially liberalized environment, exchange rates stability is important for stock market well-being
This paper applies recently developed unit root and cointegration models to determine the appropriat...
This study investigates the correlation and causality direction between FTSE Bursa Malaysia Kuala Lu...
This paper attempts to analyse the recent financial crisis in Indonesia and its effect on stock pric...
This article contributes to the debate on stock prices and exchange rates in Malaysia. It examines c...
The main purpose of this paper is to examine the relationship between stock prices and exchange rate...
Using bootstrap causality tests with leveraged adjustments, we investigate the link between exchange...
This study analyses the causal relationship between exchange rates and stock prices for Thailand and...
The purpose of this study is to investigate the statistical relationship between stock prices and ex...
Using Granger (1969), Sim (1972) and Geweke et al. (1982) causality tests, this study finds a feedba...
This paper studies the cointegration and the bivariate causality relationship between exchange rates...
This paper studies the cointegration and the bivariate causality relationship between exchange rates...
This study examines the dynamic relationships between exchange rate and stock prices at the industry...
The furore and chaos created by the Asian financial crisis have ignited many studies on numerous sub...
The furore and chaos created by the Asian financial crisis have ignited many studies on numerous sub...
This paper examines the dynamic linkages between the foreign exchange and stock markets for five Eas...
This paper applies recently developed unit root and cointegration models to determine the appropriat...
This study investigates the correlation and causality direction between FTSE Bursa Malaysia Kuala Lu...
This paper attempts to analyse the recent financial crisis in Indonesia and its effect on stock pric...
This article contributes to the debate on stock prices and exchange rates in Malaysia. It examines c...
The main purpose of this paper is to examine the relationship between stock prices and exchange rate...
Using bootstrap causality tests with leveraged adjustments, we investigate the link between exchange...
This study analyses the causal relationship between exchange rates and stock prices for Thailand and...
The purpose of this study is to investigate the statistical relationship between stock prices and ex...
Using Granger (1969), Sim (1972) and Geweke et al. (1982) causality tests, this study finds a feedba...
This paper studies the cointegration and the bivariate causality relationship between exchange rates...
This paper studies the cointegration and the bivariate causality relationship between exchange rates...
This study examines the dynamic relationships between exchange rate and stock prices at the industry...
The furore and chaos created by the Asian financial crisis have ignited many studies on numerous sub...
The furore and chaos created by the Asian financial crisis have ignited many studies on numerous sub...
This paper examines the dynamic linkages between the foreign exchange and stock markets for five Eas...
This paper applies recently developed unit root and cointegration models to determine the appropriat...
This study investigates the correlation and causality direction between FTSE Bursa Malaysia Kuala Lu...
This paper attempts to analyse the recent financial crisis in Indonesia and its effect on stock pric...