"Stock Prices and Exchange Rates Dynamics: Evidence From Emerging Markets". Afracan Journal of Business Management, 6(13), pp. 4728-4733.Rjoub, H. (2012) `Stock prices and exchange rate dynamics: Evidence from emerging markets',African Journal of Business and Management, 6 (13)....
Stock prices and exchange rate dynamics Journal of International Money and Finance (2005) I-C. Tsai The relationship between stock price index and exchange rate in Asian Markets: a quantile regression approach Journal of International Financial Markets, Institutions and Money (2012) I. Abdalla et ...
firms. Griffin and Stulz (2001) find that weekly exchange rate shocks have a negligible impact on the performance of industries for six industrialized countries. However, Aggarwal (1981) finds that U.S. stock prices and the trade-weighted dollar are positively correlated. Rather, Soenen and ...
While the index, which looks at 10 metrics for employment, manufacturing and housing, along with yield spreads and stock market prices, still pointed to recession, it showed improvement in six of the factors considered. “As the magnitude of monthly declines has lessened, the LEI’s six-month ...
Lower levels of short selling have helped boost prices “as short positions were gradually covered,” the bank said. Short interest as a percentage of outstanding shares in the SPY and QQQ ETFs is close to 7% today, down from roughly 14% to 16% around the time of the regional bank crisis...
Nonlinear exchange rate dynamicsOpinion dynamicsViabilityPersistent and irregular fluctuationsMacroeconomic policyThe paper investigates the emergence of complex market... P Flaschel,F Hartmann,C Malikane,... - 《Computational Economics》 被引量: 14发表: 2015年 Forecasting Exchange Rate with EMD-Based Su...
Stock prices and exchange rate dynamics in Nigeria: An asymmetric perspective That is, stock prices react in different magnitude to depreciation and appreciation. However, currency depreciation has a strong pass-through effect on stock... E Effiong,GE Bassey,The Journal of International Trade & Econ...
Fama (1970) proposes the stock market efficiency hypothesis, in which the dynamics of stock prices are described by a random walk with a drift (a weak form).1 Such a process can be separated into two non-stationary components: a linear deterministic trend and a stochastic trend. If the ...
2005. Stock Prices and Exchange rate Dynamics. Journal of International Money and Finance 24: 1031–53. [CrossRef] Economies 2019, 7, 9 11 of 11 Podobnik, Boris, and Harry Eugene Stanley. 2008. Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series. ...
The ERPT denotes the transmission of the movements in exchange rates to import prices and domestic prices. Subsequently, this study mainly uses the two-stage selection procedure of Sarma et al. (2003) to select a suitable model to manage the risk of the institution. The first stage is to ...