Add to ORKGThis paper examines the relationships between stock price and exchange rate using the methodological approach based on the statistical theory of cointegration and Granger causality tests. The causal relationship bet?ween stock price and exchange rate is examined using Indonesian daily data covering the period January 24, 2001 - October 29, 2004. The data are taken from Jakarta Stock Exchange and Bank Indonesia. The Engle?Granger two step method cointegration technique is used and error correction modeling is incorporated into the Granger causality tests. The results suggests that stock price and exchange rate are cointegrated. Augmented Granger causality tests support the causality hypotesis between stock price to exchange rate, since there...
This paper examines the relationship between stock prices and exchange rates in Korea. It is found t...
This study analyses the causal relationship between exchange rates and stock prices for Thailand and...
Theoretically Correlation exchange rate on stock prices, there is the relationship (negative) associ...
This paper attempts to analyse the recent financial crisis in Indonesia and its effect on stock pric...
The purpose of this study is to investigate the statistical relationship between stock prices and ex...
The paper examines the relationship between stock prices and exchange rates for the case of Indonesi...
The relationship between exchange rates and stock prices has been the focus of research, triggered b...
The main purpose of this paper is to examine the relationship between stock prices and exchange rate...
This paper investigates the nature of the causal linkage between stock markets and foreign exchange ...
This paper examines the relationship between exchange rates and stock prices indexs in the emerging ...
The present study investigates the role of exchange rate and interest rate in stock price discovery ...
The study employs cointegration, the standard Granger causality tests and vector error correction mo...
The aim of this paper is to investigate the statistical relationship between stock prices and exchan...
The aim of this paper is to investigate the statistical relationship between stock prices and exchan...
This paper applies recently developed unit root and cointegration models to determine the appropriat...
This paper examines the relationship between stock prices and exchange rates in Korea. It is found t...
This study analyses the causal relationship between exchange rates and stock prices for Thailand and...
Theoretically Correlation exchange rate on stock prices, there is the relationship (negative) associ...
This paper attempts to analyse the recent financial crisis in Indonesia and its effect on stock pric...
The purpose of this study is to investigate the statistical relationship between stock prices and ex...
The paper examines the relationship between stock prices and exchange rates for the case of Indonesi...
The relationship between exchange rates and stock prices has been the focus of research, triggered b...
The main purpose of this paper is to examine the relationship between stock prices and exchange rate...
This paper investigates the nature of the causal linkage between stock markets and foreign exchange ...
This paper examines the relationship between exchange rates and stock prices indexs in the emerging ...
The present study investigates the role of exchange rate and interest rate in stock price discovery ...
The study employs cointegration, the standard Granger causality tests and vector error correction mo...
The aim of this paper is to investigate the statistical relationship between stock prices and exchan...
The aim of this paper is to investigate the statistical relationship between stock prices and exchan...
This paper applies recently developed unit root and cointegration models to determine the appropriat...
This paper examines the relationship between stock prices and exchange rates in Korea. It is found t...
This study analyses the causal relationship between exchange rates and stock prices for Thailand and...
Theoretically Correlation exchange rate on stock prices, there is the relationship (negative) associ...
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