A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach-Reference-Cited by-同舟云学术

A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach

Published:2013-07 Issue: Volume:25 Page:106-118
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Tsagkanos Athanasios,Siriopoulos Costas

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference24 articles.

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3. A study of exchange rates movement and stock market volatility;Agrawal;International Journal of Business and Management,2010

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

5. Factors affecting stock prices in the UAE financial markets;Al-Tamimi,2007

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