On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis-Reference-Cited by-同舟云学术

On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis

Published:2017-03-13 Issue:1 Volume:42 Page:112-137
ISSN:1055-0925
Container-title:Journal of Economics and Finance
language:en
Short-container-title:J Econ Finan

Author:

Bahmani-Oskooee Mohsen,Saha Sujata

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance

Link

http://link.springer.com/article/10.1007/s12197-017-9388-8/fulltext.html

Reference51 articles.

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2. Alagidede P, Panagiotidis T, Zhang X (2011) Causal relationship between stock prices and exchange rates. The Journal of International Trade & Economic Development: An International and Comparative Review 20(1):67–86

3. Apergis N, Miller S (2006) Consumption Asymmetry and the Stock Market: Empirical Evidence. Econ Lett 93:337–342

4. Bahmani-Oskooee M (1985) Devaluation and the J-Curve: Some Evidence from LDCs. Rev Econ Stat 67:500–504

5. Bahmani-Oskooee M, Fariditavana H (2014) Do Exchange Rate Changes have Symmetric Effect on the S-Curve? Econ Bull 34:164–173

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