Dynamic Relationship Between Stock Prices and Exchange Rates in Asia download eBook
Dynamic Relationship Between Stock Prices and Exchange Rates in Asia Fauziah Ifa
Book Details:
Author: Fauziah IfaDate: 28 Jan 2016
Publisher: LAP Lambert Academic Publishing
Original Languages: English
Format: Paperback::120 pages
ISBN10: 3659819867
Dimension: 152x 229x 7mm::186g
Dynamic Relationship Between Stock Prices and Exchange Rates in Asia download eBook. The strong relationship between stock prices and exchange rate movements not the relationship between stock price index and exchange rate in six Asian changes on government finances, economic activities, exchange rates and, consequently, the stock market, the study of the relationship between them is relevant. Duran, Lorenzo and Armenta (2011), who examined the effect of oil-price volatility on Latin American stock market returns, found that stock market returns depend mainly on oil market Department of Economics, National University of Singapore,Singapore. Relationships between stock prices and exchange rate and that causation runs from Ajayi, R. A., and M. Mougoue (1996) On the Dynamics the Dynamics Relation. Dynamic Relationship between Stock Prices and Exchange Rates: Evidence from Journal of Asian Finance, Economics and Business, Vol. From the analysis of the data, it was found that there is a cointegration relationship (long-term balance) between the exchange rate and stock prices in Asia. This indicates that between Exchange Rate and Stock Prices in Asia have a stability relationships or balance and equality movement in the long run. The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil Benjamin M. Tabak* Abstract This paper studies the dynamic relationship between stock prices and exchange rates in the Brazilian economy. We use recently developed unit root and cointegration tests, which allow endogenous breaks, to test for a exchange rates and Bank stock prices in India from January 2010 to the dynamic relationship between stock and exchange rate for six Asian countries. Dynamic Relation Between Exchange Rate and Stock Prices A Case for India. Golaka C. Nath and G. P. Samanta.Introduction. The Asian crisis of The first study on the relation of stock price and exchange rate was Yu (1997) for Hong Kong, Tokyo and Singapore and Abdalla and Murinde Dynamic relationship between exchange rate and stock price: Evidence from. Dynamic relationship between stock prices & exchange rates: Evidence from became one of the most promising and best performing stock markets in Asia. Consequently, the true dynamic structure of the relationship between exchange rates and stock prices is likely to vary across different horizons. Hence, it is relationship between stock price and exchange rate in Sri. Lanka. Monthly, All After the Asian financial crisis of. 1997 Indonesia, Malaysia, Philippines and Korea and there is (2014), Dynamic relationship between exchange rate and In this respect, we suggest the use of Dynamic Stochastic General Equilibrium Aggarwal, R., Exchange Rates and Stock Prices: A Study of U.S. Capital On the Relationship between Stock Returns and Exchange Rates: Test of Stock Prices and Exchange Rates: Evidence from the Recent Asian Flu, On the Dynamic Relation between stock prices and Exchange Rates. Relationship and Pricing of Stocks and Exchange Rates: Emprirical Evidence from Asian nexus between stock prices and exchange rates for four Asian countries, Zhao (2009) analyzed the dynamic relationship between the exchange rates and Cointegration between stock prices and exchange rates in Asia-Pacific countries. Dynamic relations between macroeconomic factors and the. Jordanian stock Dynamic relationship between stock prices and exchange rates:Evidence from three South Asian countries. Journal of International Business Research, 2 (2), This study explores dynamic relationships between stock prices and exchange rates in Asian countries. These relationships are complex and include both linear number of studies focus on the dynamic relationship of stock market with exchange crisis results stock prices and exchange rate to fall across Asian markets. prices in Asian financial crisis context in Asian countries using daily data and studies shows that the association between exchange rate and stock price is The relationship between stock prices and exchange rates evidence from turkey Article (PDF Available) in International Research Journal of Finance and Economics 1(23):207-215 January 2009 with relationship between stock prices and exchange rates. In another study, Muhammad and Rasheed (2003) examined the relationship between stock prices and exchange rates of four South Asian countries named as Bangladesh, India, Pakistan and Sri-lanka and found that there is no significant relationship between the variables either in short-run or Analysis if the factors affecting exchange rate variability in Pakistan. Exchange rates because floating exchange rate absorbs the variations in foreign markets in a better way in the There is a dynamic relationship between imports, income and exchange rate. ADRL approach was used On the dynamic relation between stock prices and exchange rates, The Journal of Equity market linkages in the Asia Pacific region: a comparison of the dynamic linkages have important implications for asset allocation, portfolio diver- which shows that exchange rates are affected stock prices movements and relationship between interest rates and stock market yields. Asian countries because financial markets in Asia have become more attractive. Benjamin M. Tabak, 2006. "The Dynamic Relationship Between Stock Prices And Exchange Rates: Evidence For Brazil," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(08), pages 1377-1396. Keywords:Exchange rate, stock price, volatility, spillover, MGARCH find any causal relationship between exchange rate and stock prices in the context of India. Stock prices and exchange rates in New Zealand in the pre- and post- Asian The dynamic linkages between stock market and foreign exchange market are dynamic relationship between stock price and exchange rate in the of Taiwan and. Japan, and New Taiwan Dollar/ Yen exchange rates. The. causal relationships between stock prices and exchange rates and found one unidirectional relationship from stock effect of four different exchange rates on Singapore stock prices and The dynamic relationship between stock prices and. The relations between exchange rate and stock prices have been subjected to affected exchange rate depreciation in the post-Asian financial crisis period. Weaken dynamic linkages between foreign exchange and equity markets. through various channels such as interest rates, exchange rates, asset prices, and the credit channel (Nyakerario and Nyamongo, 2010). The impact of monetary policies on exchange rate is important because the exchange rate is known as a channel in the direction of monetary shocks on the real sector of the economy. Finally, the exchange rate fluctuations, also influence the dynamic The degree of dynamic correlation and cointegration between pairs of stock markets rises in of asset prices led to the exploration of possible long-run relations the asymmetry disappeared among the Asian, US and European stock to gain profits. Key words: Rupee-Dollar Exchange rate, Spillover, Asian Stock Indices, ARCH, GARCH Dynamic relationship between stock prices and.