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Stock markets and the real exchange rate: An intertemporal approach

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  • Mercereau, Benoit

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  • Mercereau, Benoit, 2006. "Stock markets and the real exchange rate: An intertemporal approach," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1130-1145, November.
    • Handle: RePEc:eee:jimfin:v:25:y:2006:i:7:p:1130-1145
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    1. Steven J. Davis & Jeremy Nalewaik & Paul Willen, 2000. "On the Gains to International Trade in Risky Financial Assets," NBER Working Papers 7796, National Bureau of Economic Research, Inc.
    2. Benoît Mercereau, 2004. "The Role of Stock Markets in Current Account Dynamics: a Time-Series Approach," IMF Working Papers 2004/050, International Monetary Fund.
    3. Mercereau Benoit, 2003. "The Role of Stock Markets in Current Account Dynamics: a Time Series Approach," The B.E. Journal of Macroeconomics, De Gruyter, vol. 3(1), pages 1-30, April.
    4. Paul Willen, 2005. "New financial markets: who gains and who loses," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(1), pages 141-166, July.
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    Cited by:

    1. Komain Jiranyakul, 2017. "Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand," Business and Economic Research, Macrothink Institute, vol. 7(2), pages 163-177, December.
    2. Ping Wang & Tomoe Moore, 2008. "Stock Market Integration For The Transition Economies: Time‐Varying Conditional Correlation Approach," Manchester School, University of Manchester, vol. 76(s1), pages 116-133, September.
    3. Juha Junttila & Marko Korhonen, 2013. "Stock market information and the relationship between real exchange rate and real interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 23(11), pages 901-920, June.

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