On the relationship between stock returns and exchange rates: Tests of granger causality-Reference-Cited by-同舟云学术

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On the relationship between stock returns and exchange rates: Tests of granger causality

Published:1998-09 Issue:2 Volume:9 Page:241-251
ISSN:1044-0283
Container-title:Global Finance Journal
language:en
Short-container-title:Global Finance Journal

Author:

Ajayi Richard A.,Friedman Joseph,Mehdian Seyed M.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

1. Exchange rates and stock prices: A study of U.S. capital markets under floating exchange rates;Aggarwal;Akron Business and Economics Review,1981

2. Fitting autoregressions for predictions;Akaike;Annals of the Institute of Statistical Mathematics,1969

3. Autoregressive model fitting for control;Akaike;Annals of the Institute of Statistical Mathematics,1970

4. Macroeconomic determinants of real exchange risk;Branson,1983

5. The interrelationship between U.S. and foreign equity market yields: Tests of Granger causality;Cochran;Journal of International Business Studies,1991

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