This paper examines the relationship between stock prices and exchange rates in Korea. It is found that two time series are cointegrated by the Engle-Granger two-step cointegration test. The results show that domestic currency devaluation has a negative short-run effect on stock prices. It means that there is only one-way temporal linkage from exchange rates to stock prices
This paper applies recently developed unit root and cointegration models to determine the appropriat...
The paper empirically examines the Purchasing Power Parity (PPP) hypothesis using cointegration and ...
The paper examines the relationship between stock prices and exchange rates for the case of Indonesi...
The purpose of this study is to investigate the statistical relationship between stock prices and ex...
The aim of this paper is to investigate the statistical relationship between stock prices and exchan...
This paper studies the cointegration and the bivariate causality relationship between exchange rates...
The study employs cointegration, the standard Granger causality tests and vector error correction mo...
This paper examines the relationships between stock price and exchange rate using the methodological...
This study analyses the causal relationship between exchange rates and stock prices for Thailand and...
This research article attempts to examine the relationship between exchange rate and stock price usi...
The issue of exchange rate and stock price interactions has been postulated in theoretical models su...
This paper attempts to analyse the recent financial crisis in Indonesia and its effect on stock pric...
In this paper we have investigated the interactions between stock prices and exchange rates in the e...
This paper studies the cointegration and the bivariate causality relationship between exchange rates...
The main purpose of this paper is to examine the relationship between stock prices and exchange rate...
This paper applies recently developed unit root and cointegration models to determine the appropriat...
The paper empirically examines the Purchasing Power Parity (PPP) hypothesis using cointegration and ...
The paper examines the relationship between stock prices and exchange rates for the case of Indonesi...
The purpose of this study is to investigate the statistical relationship between stock prices and ex...
The aim of this paper is to investigate the statistical relationship between stock prices and exchan...
This paper studies the cointegration and the bivariate causality relationship between exchange rates...
The study employs cointegration, the standard Granger causality tests and vector error correction mo...
This paper examines the relationships between stock price and exchange rate using the methodological...
This study analyses the causal relationship between exchange rates and stock prices for Thailand and...
This research article attempts to examine the relationship between exchange rate and stock price usi...
The issue of exchange rate and stock price interactions has been postulated in theoretical models su...
This paper attempts to analyse the recent financial crisis in Indonesia and its effect on stock pric...
In this paper we have investigated the interactions between stock prices and exchange rates in the e...
This paper studies the cointegration and the bivariate causality relationship between exchange rates...
The main purpose of this paper is to examine the relationship between stock prices and exchange rate...
This paper applies recently developed unit root and cointegration models to determine the appropriat...
The paper empirically examines the Purchasing Power Parity (PPP) hypothesis using cointegration and ...
The paper examines the relationship between stock prices and exchange rates for the case of Indonesi...
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