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Joint dynamics of foreign exchange and stock markets in emerging Europe

Citations

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  1. Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023. "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
  2. Salisu, Afees A. & Ndako, Umar B., 2018. "Modelling stock price–exchange rate nexus in OECD countries: A new perspective," Economic Modelling, Elsevier, vol. 74(C), pages 105-123.
  3. Sharma, Susan Sunila & Bach Phan, Dinh Hoang & Narayan, Paresh Kumar, 2019. "Exchange rate effects of US government shutdowns: Evidence from both developed and emerging markets," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
  4. Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek, 2014. "On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 87-103.
  5. Muhammad Aftab & Rubi Ahmad & Izlin Ismail & Kate Phylaktis, 2021. "Economic integration and the currency and equity markets nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5278-5301, October.
  6. Malgorzata Doman & Ryszard Doman, 2013. "The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 5-32.
  7. Elena Pelinescu & Delia-Elena Diacona?u, 2015. "The Volatility of Romanian Exchange Rate: A GARCH Approach," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 92-99, November.
  8. Hock Tsen Wong, 2016. "Real Exchange Rate Returns And Real Stock Price Returns In The Stock Market Of Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(05), pages 1319-1349, December.
  9. Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi, 2020. "The foreign exchange and stock market nexus: New international evidence," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 240-266.
  10. Sokhanvar, Amin & Çiftçioğlu, Serhan & Hammoudeh, Shawkat, 2024. "Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine," Research in International Business and Finance, Elsevier, vol. 67(PB).
  11. Muhammad Ali Nasir & Muhammad Shahbaz & Trinh Thi Mai & Moade Shubita, 2021. "Development of Vietnamese stock market: Influence of domestic macroeconomic environment and regional markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1435-1458, January.
  12. Hsiang-Hsi Liu & Pi-Hsia Hung & Po-Hung Luo Cho, 2021. "Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(4), pages 1-3.
  13. Ülkü, Numan & Karpova, Yekaterina, 2014. "Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 150-169.
  14. Muntazir Hussain & Usman Bashir & Ramiz Ur Rehman, 2024. "Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 183-203, March.
  15. Kassouri YACOUBA & Halil ALTINTAS, 2019. "The Asymmetric Impact of Macroeconomic Shocks on Stock Returns in Turkey: A Nonlinear ARDL Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 98-116, June.
  16. Yen-Hsien Lee & Hao Fang & Wei-Fan SU, 2014. "Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(4), pages 296-311, September.
  17. Delia-Elena Diaconaşu, 2015. "CENTRAL AND EASTERN EUROPEAN STOCK MARKETS IN TIMES OF CRISIS (International Conference "Recent Advances in Economic and Social Research", 13-14 mai 2015, București)," Institute for Economic Forecasting Conference Proceedings 151205, Institute for Economic Forecasting.
  18. Swaray, Raymond & Salisu, Afees A., 2018. "A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus," Global Finance Journal, Elsevier, vol. 37(C), pages 199-218.
  19. Murad A. BEIN & Gulcay TUNA, 2016. "Comparing Spillover Effects Among Emerging Markets With A Higher (Lower) Share Of Commodity Exports: Evidence From The Two Major Crises," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 265-284.
  20. Osaretin Kayode Omoregie & Sodik Adejonwo Olofin, 2020. "Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations," International Journal of Economics and Financial Issues, Econjournals, vol. 10(1), pages 170-179.
  21. Peter Arhenful & Richard Fosu & Mathew Owusu-Mensah, 2022. "Exchange Rate and Stock Price Nexus: Evidence from Ghana," Journal of Social and Development Sciences, AMH International, vol. 12(4), pages 9-15.
  22. Uddin, Gazi Salah & Rahman, Md Lutfur & Hedström, Axel & Ahmed, Ali, 2019. "Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes," Energy Economics, Elsevier, vol. 80(C), pages 743-759.
  23. Ogunsanya, Ibukun & Wasiu Adamson, Temitope, 2024. "Exchange Rate Movement And Stock Returns In Most Capitalised Economies In Sub-Saharan Africa," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 11(1), pages 18-37, June.
  24. Afees A. Salisu & Kazeem Isah & Nnenna Ogbonnaya‐Orji, 2022. "A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1220-1239, January.
  25. Simona Moagăr-Poladian & Dorina Clichici & Cristian-Valeriu Stanciu, 2019. "The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe," Sustainability, MDPI, vol. 11(14), pages 1-22, July.
  26. Ding, Liang, 2021. "Conditional correlation between exchange rates and stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 452-463.
  27. Albulescu, Claudiu Tiberiu & Aubin, Christian & Goyeau, Daniel & Tiwari, Aviral Kumar, 2018. "Extreme co-movements and dependencies among major international exchange rates: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 56-69.
  28. Muhammad Aftab & Abid Ali & Scott W. Hegerty, 2021. "Foreign exchange market pressure and stock market dynamics in emerging Asia," International Economics and Economic Policy, Springer, vol. 18(4), pages 699-719, October.
  29. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2016. "Stock and currency market linkages: New evidence from realized spillovers in higher moments," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 167-185.
  30. Andreou, Elena & Matsi, Maria & Savvides, Andreas, 2013. "Stock and foreign exchange market linkages in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 248-268.
  31. Wong, Hock Tsen, 2017. "Real exchange rate returns and real stock price returns," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 340-352.
  32. Gideon Boako & Maurice Omane-Adjepong & Joseph Magnus Frimpong, 2016. "Stock Returns and Exchange Rate Nexus in Ghana: A Bayesian Quantile Regression Approach," South African Journal of Economics, Economic Society of South Africa, vol. 84(1), pages 149-179, March.
  33. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon, 2015. "Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis," Global Finance Journal, Elsevier, vol. 28(C), pages 24-37.
  34. Paulo Ferreira & Marcus Fernandes da Silva & Idaraí Santos de Santana, 2019. "Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies," Economies, MDPI, vol. 7(1), pages 1-11, February.
  35. Wajdi Moussa & Azza Bejaoui & Nidhal Mgadmi, 2021. "Asymmetric Effect and Dynamic Relationships Between Stock Prices and Exchange Rates Volatility," Annals of Data Science, Springer, vol. 8(4), pages 837-859, December.
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