This paper explores the relationship between the US stock market and the Euro exchange rate for the period before and after the most recent financial crisis (2007). A VAR model is employed to simultaneously estimate the short-run effect of the exchange rate on the stock market and vice versa. The time period of the study ranges from January 2000 to April 2014; using monthly data. The result of this study reveals that the stock market has a strong influence on the Euro exchange rate. However, the Euro exchange rate does not have a similar significant influence on\ud the US stock market
Master's thesis in Applied financeThis thesis aims to find out what role the latest financial crisis...
The main objective of this paper is to detect the existence of financial contagion between the North...
This empirical study analyses the dynamic relationship between the FTSE 100 Index and the Euro STOXX...
This paper studies the relationship between the stock market and the exchange rate in several countr...
This paper investigates the nature of the causal relationships among stock prices and effective exch...
This study examines the nature of the linkages between stock market prices and exchange rates in six...
This study examines how the European stock market reacts to the U.S. financial crisis and the Fed’s ...
This paper examines the effect of the exchange rate movement on the stock return as well as the vola...
Both the goods market hypothesis and the portfolio balance theory, suggest a nexus between exchange ...
The main objective of this paper is to detect the existence of financial contagion between the North...
[[abstract]]There are two major findings from our time-series estimations. First, we find that there...
This paper uncovers the relationship between stock markets and exchange rates in seven countries by ...
This study examines the long-run and short-run interrelations between Kazakhstan stock market and fo...
Jágriková, V.: Influence of foreign exchange rate on stock markets development. Bachelor thesis, Brn...
Mutual relations between foreign exchange markets and stock markets have attracted much attention of...
Master's thesis in Applied financeThis thesis aims to find out what role the latest financial crisis...
The main objective of this paper is to detect the existence of financial contagion between the North...
This empirical study analyses the dynamic relationship between the FTSE 100 Index and the Euro STOXX...
This paper studies the relationship between the stock market and the exchange rate in several countr...
This paper investigates the nature of the causal relationships among stock prices and effective exch...
This study examines the nature of the linkages between stock market prices and exchange rates in six...
This study examines how the European stock market reacts to the U.S. financial crisis and the Fed’s ...
This paper examines the effect of the exchange rate movement on the stock return as well as the vola...
Both the goods market hypothesis and the portfolio balance theory, suggest a nexus between exchange ...
The main objective of this paper is to detect the existence of financial contagion between the North...
[[abstract]]There are two major findings from our time-series estimations. First, we find that there...
This paper uncovers the relationship between stock markets and exchange rates in seven countries by ...
This study examines the long-run and short-run interrelations between Kazakhstan stock market and fo...
Jágriková, V.: Influence of foreign exchange rate on stock markets development. Bachelor thesis, Brn...
Mutual relations between foreign exchange markets and stock markets have attracted much attention of...
Master's thesis in Applied financeThis thesis aims to find out what role the latest financial crisis...
The main objective of this paper is to detect the existence of financial contagion between the North...
This empirical study analyses the dynamic relationship between the FTSE 100 Index and the Euro STOXX...