On the relation between stock prices and exchange rates: a review article
Purpose While changes in stock prices are said to affect exchange rates, exchange rate
changes are also said to affect stock prices. The purpose of this paper is threefold. First, the …
changes are also said to affect stock prices. The purpose of this paper is threefold. First, the …
The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks
We assess the out-of-sample performance of Bitcoin within portfolios of various asset
classes and a well-diversified portfolio under four strategies and estimate the economic …
classes and a well-diversified portfolio under four strategies and estimate the economic …
The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies
This paper re-examines the performances of stock prices, oil prices and exchange rates in
twelve oil exporting countries amidst the ravaging consequences of the ongoing worldwide …
twelve oil exporting countries amidst the ravaging consequences of the ongoing worldwide …
Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes
We study the cross-quantile dependence of renewable energy (RE) stock returns on
aggregate stock returns, changes in oil and gold prices, and exchange rates. Applying a …
aggregate stock returns, changes in oil and gold prices, and exchange rates. Applying a …
Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
This research explores the distributional and directional predictabilities among Fintech,
Bitcoin, and artificial intelligence stocks from March 2018 to January 2021 using …
Bitcoin, and artificial intelligence stocks from March 2018 to January 2021 using …
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Using half-rotated technology of copula, this study proposes a generalized autoregressive
conditional heteroskedasticity (GARCH) copula quantile regression (CQR) model to …
conditional heteroskedasticity (GARCH) copula quantile regression (CQR) model to …
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis
K Wu, J Zhu, M Xu, L Yang - The North American Journal of Economics and …, 2020 - Elsevier
In this paper, we employ partial-and multiple-wavelet coherence analyses to examine co-
movement between international stock markets by considering the influence of crude oil in a …
movement between international stock markets by considering the influence of crude oil in a …
Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach
This paper employs linear and nonlinear ARDL models to examine the short-run and long-
run relationship between stock prices and exchange rates in the G7 countries. Both the flow …
run relationship between stock prices and exchange rates in the G7 countries. Both the flow …
The impact of real exchange rates on real stock prices
HT Wong - Journal of Economics, Finance and Administrative …, 2022 - emerald.com
The impact of real exchange rates on real stock prices | Emerald Insight Books and journals
Case studies Expert Briefings Open Access Publish with us Advanced search The impact of …
Case studies Expert Briefings Open Access Publish with us Advanced search The impact of …
Real exchange rate returns and real stock price returns
HT Wong - International Review of Economics & Finance, 2017 - Elsevier
This study examines the relationships between real exchange rate returns and real stock
price returns in Malaysia, the Philippines, Singapore, Korea, Japan, the United Kingdom …
price returns in Malaysia, the Philippines, Singapore, Korea, Japan, the United Kingdom …