Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets

By T. Moore, Ping Wang. 2014

173 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2551396a64f948a4aab84114c18ea0ed4373bc9f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sujata Saha
2. Mohsen Bahmani-Oskooee *
3. Salah A. Nusair
4. Ferda Halicioglu
5. S. Hegerty
6. Dr. Gour Gobinda Goswami
7. Ali M. Kutan
8. Orhan Kara

In Finance

1. Sujata Saha
2. Mohsen Bahmani-Oskooee *
3. Ferda Halicioglu
4. Salah A. Nusair
5. S. Hegerty
6. Orhan Kara

Citations in the corpus

• On the relation between stock prices and exchange rates: a review article (2015, methodology): “Let us consider the following long-run specification used by previous research (e.g. Boonyanam 2014; Moore and Wang, 2014): LnSPt 1⁄4 aþbLnEXtþcLnIPI tþdLnCPI tþeLnM2tþet (1) In Equation (1) in addition to nominal effective exchange rate (EX ), a measure of output proxied by Index of Industrial Prod”
• Do exchange rate changes have symmetric or asymmetric effects on stock prices (2016, unknown): “18 To explore the relationship between stock return differentials and real exchange rates, Moore and Wang (2014) examines monthly data for Australia, Canada, Indonesia, Japan, the Philippines, Malaysia, Singapore, South Korea, Thailand and the U.K.”