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Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries

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Cited by:

  1. Aviral Tiwari & Niyati Bhanja & Arif Dar & Faridul Islam, 2015. "Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets," Empirical Economics, Springer, vol. 48(2), pages 699-714, March.
  2. Kumar, Sundaram, 2009. "Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India," MPRA Paper 15793, University Library of Munich, Germany.
  3. Daniel Stavarek, 2004. "Linkages between Stock Prices and Exchange Rates in the EU and the United States," Finance 0406006, University Library of Munich, Germany.
  4. Charles K.D. Adjasi, 2009. "Macroeconomic uncertainty and conditional stock-price volatility in frontier African markets: Evidence from Ghana," Journal of Risk Finance, Emerald Group Publishing, vol. 10(4), pages 333-349, August.
  5. Muhammad Shahbaz & Faridul Islam & Ijaz Ur Rehman, 2016. "Stocks as Hedge against Inflation in Pakistan: Evidence from ARDL Approach," Global Business Review, International Management Institute, vol. 17(6), pages 1280-1295, December.
  6. Andrew Phiri, 2020. "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, vol. 53(1), pages 171-193, February.
  7. Jamela Hoveni & Lumengo Bonga-Bonga, 2011. "Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa," Working Papers 252, Economic Research Southern Africa.
  8. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Causal relationship between stock prices and exchange rates," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(1), pages 67-86.
  9. Aviral Kumar Tiwari & Anisul M. Islam & Md. Mohibul Islam, 2019. "Relationship between Exchange Rate and Equity Prices in an Emerging Market: A Continuous Wavelet-based Analysis for Bangladesh," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 18(2), pages 165-193, September.
  10. Malik, Saif Ullah, 2014. "Determinants of Currency Depreciation in Pakistan," MPRA Paper 54734, University Library of Munich, Germany.
  11. Arshad Hasan & M. Tariq Javed, 2009. "An Empirical Investigation of the Causal Relationship among Monetary Variables and Equity Market Returns," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 14(1), pages 115-137, Jan-Jun.
  12. Aneel Bhusal & Madhu Sudan Gautam, 2022. "Impact of Gold Prices on Stock Exchange: An Empirical Case Study of Nepal," Papers 2202.00007, arXiv.org.
  13. Bellalah, Mondher & Masood, Omar & Thapa, Priya Darshini Pun & Levyne, Olivier & Triki, Rabeb, 2012. "Economic forces and stock exchange prices: pre and post impacts of global financial recession of 2008," MPRA Paper 50942, University Library of Munich, Germany.
  14. Nesrine Mechri & Salah Ben Hamad & Christian De Peretti, 2019. "The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic," Working Papers hal-01766742, HAL.
  15. Khan, Khalid & SU, Chi-Wei & Khurshid, Adnan & Rehman, Ashfaq U., 2018. "How Often Does the Exchange Rate Granger Cause the Stock Market in Pakistan? A Bootstrap Rolling Window Approach," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 25(1), October.
  16. Juan Yang & Mirza Nasir Jahan Mehdi & Muhammad Hafeez & Md. Abdul Kaium & Raufhon Salahodjaev, 2023. "Financial Indicators’ Performance and Green Financing Projects: A Comparative Study from PSX and NYSX," Sustainability, MDPI, vol. 15(6), pages 1-17, March.
  17. Bonga-Bonga, Lumengo & Gnagne, Pascal Xavier, 2017. "The impact of exchange rate volatility on capital flows in BRICS economies," MPRA Paper 84773, University Library of Munich, Germany.
  18. Mohd Kamarul Azriq Bin Yusof & Norimah Binti Rambeli Ramli, 2017. "The Effect of Selected Macroeconomic Variables and Globalization Factors on Return on Stock Market for Selected Sectors in Malaysia," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 7(6), pages 1004-1011, June.
  19. Shahid Raza & M. Ali Kemal, 2017. "Daily Stock Market Movements: From the Lens of News and Events," Working Papers id:12188, eSocialSciences.
  20. repec:sek:ibmpro:3004657 is not listed on IDEAS
  21. Xiao-Lin Li & Yi-Na Li & Lu Bai, 2019. "Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach," Review of Economics & Finance, Better Advances Press, Canada, vol. 17, pages 35-50, August.
  22. Tran Quang Huy, 2016. "The Linkage Between Exchange Rates and Stock Prices: Evidence from Vietnam," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 6(7), pages 363-373, July.
  23. Stavarek, Daniel, 2004. "Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions," MPRA Paper 7297, University Library of Munich, Germany.
  24. Manish Kumar, 2009. "A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates," Economics Bulletin, AccessEcon, vol. 29(4), pages 2884-2895.
  25. Širůček, Martin, 2015. "Kauzalní vztah peněžní nabídky a amerického akciového trhu [Money supply and US stock market causality]," MPRA Paper 66357, University Library of Munich, Germany, revised 30 Aug 2015.
  26. Asif, Raheel & Frömmel, Michael, 2022. "Exchange rate exposure for exporting and domestic firms in central and Eastern Europe," Emerging Markets Review, Elsevier, vol. 51(PA).
  27. Ayub, Aishaton & Masih, Mansur, 2013. "The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach," MPRA Paper 59618, University Library of Munich, Germany.
  28. Rashid, Abdul, 2008. "Macroeconomic Variables and Stock Market Performance: Testing for Dynamic Linkages with a Known Structural Break," MPRA Paper 26937, University Library of Munich, Germany.
  29. James Obben & Andrew Pech & Shamim Shakur, 2006. "Analysis of the relationship between the share market performance and exchange rates in New Zealand: A cointegrating VAR approach," New Zealand Economic Papers, Taylor & Francis Journals, vol. 40(2), pages 147-180.
  30. Rashid, Abdul, 2007. "Exchange rates or stock prices, what causes what: A firm level empirical investigation," MPRA Paper 27209, University Library of Munich, Germany.
  31. Tomić, Bojan & Sesar, Andrijana, 2015. "Interdependence of Industrial Production Index and capital market in Croatia: VAR model," MPRA Paper 66816, University Library of Munich, Germany.
  32. 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.
  33. Md. Thasinul Abedin & Rajarshi Mitra & Kanon Kumar Sen & Md. Sharif Hossain, 2021. "Exchange Rate and Stock Market Development in Bangladesh," Economics Bulletin, AccessEcon, vol. 41(2), pages 201-212.
  34. Lim Chia Yien & Hussin Abdullah & Muhammad Azam, 2017. "Granger Causality Analysis between Inflation, Debt and Exchange Rate: Evidence from Malaysia," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 7(1), pages 189-196, January.
  35. Hajra Ihsan & Abdul Rashid & Anam Naz, 2018. "Exchange Rate Exposure and Firm Value: An Assessment of Domestic Versus Multinational Firms," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 23(1), pages 51-77, Jan-June.
  36. Mevlud Islami & Paul Welfens, 2013. "Financial market integration, stock markets and exchange rate dynamics in Eastern Europe," International Economics and Economic Policy, Springer, vol. 10(1), pages 47-79, March.
  37. Lumengo Bonga-Bonga & Jamela Hoveni, 2013. "Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa in the 1995-2010 Period," South African Journal of Economics, Economic Society of South Africa, vol. 81(2), pages 260-274, June.
  38. Agya Atabani Adi, 2017. "Returns Effect, Shocks and Volatility Transmission between Foreign Exchange-Stock Markets in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(1), pages 29-38, March.
  39. Serpil Kahraman Akdogu & Ayse Ozden Birkan, 2016. "Interaction between Stock Prices and Exchange Rate in Emerging Market Economies," Research in World Economy, Research in World Economy, Sciedu Press, vol. 7(1), pages 80-94, June.
  40. Daniel Stavárek, 2005. "Stock Prices and Exchange Rates in the EU and the United States: Evidence on their Mutual Interactions (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(3-4), pages 141-161, March.
  41. Ihsan Erdem Kayral & Semra Karacaer, 2017. "Analysis of the Effects of the US Stock Market Returns and Exchange Rate Changes on Emerging Market Economies’ Stock Market Volatilities," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(5), pages 1-5.
  42. Subrata ROY, 2020. "Foreign trade policy and economic growth: Indian evidence," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(624), A), pages 107-126, Autumn.
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