On the relationship between exchange rates and equity returns: A new approach

Author:

Katechos Georgios

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference29 articles.

1. On the dynamic relation between stock prices and exchange rates;Ajayi;Journal of Financial Research,1996

2. Stock Prices and the effective exchange rate of the dollar;Bahmani;Applied Economics,1992

3. Causal relationship between stock market and exchange rate. Foreign exchange reserves and value of trade balance: a case study for India;Bhattacharya,2003

4. Dealer behavior and trading systems in foreign exchange markets;Bjønnes;Journal of Financial Economics,2005

5. Tests of the performance of reduced-form exchange rate models;Boughton;Journal of International Economics,1987

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