Asymmetric impact of multifarious exchange rate shocks on stock prices: Fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach-Reference-Cited by-同舟云学术

Asymmetric impact of multifarious exchange rate shocks on stock prices: Fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach

Published:2023-06-25 Issue: Volume: Page:1-35
ISSN:0963-8199
Container-title:The Journal of International Trade & Economic Development
language:en
Short-container-title:The Journal of International Trade & Economic Development

Author:

Odionye Joseph Chukwudi¹^ORCID,Emmanuel O Nwosu²,Odo Augustine C.³,Ugwuegbe Ugochukwu Sebastine⁴,Uba Chiwuike N.⁵

Affiliation:

1. Department of Economics, Abia State University, Uturu, Nigeria

2. Department of Economics, University of Nigeria, Nsukka, Nigeria

3. Department of Economics, Godfrey Okoye University, Enugu, Nigeria

4. Department of Finance, Business School, University of Aberdeen, Aberdeen, Scotland

5. Department of Economics, Enugu State University of Science and Technology, Enugu, Nigeria

Publisher

Informa UK Limited

Subject

General Engineering,Development,Geography, Planning and Development

Link

https://www.tandfonline.com/doi/pdf/10.1080/09638199.2023.2223320

Reference70 articles.

1. Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines

2. Exchange Rate and Stock Prices in Nigeria: Firm-Level Evidence

3. Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis

4. Co-movement between equity index and exchange rate: Fresh evidence from COVID-19 era

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