Bivariate causality between exchange rates and stock prices in South Asia

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Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets (2014, background): “…the relationship between exchange rates and stock prices; see, for example, Abdalla and Murinde (1997), Ajayi, Friedman, and Mehdian (1998), Granger, Huang, and Yang (2000), Smyth and Nandha (2003) Phylaktis and Ravazzolo (2005), Moore (2007a, 2007b), Lin (2012), and Kodongo and Ojah (2012).”
A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach (2013, unknown): “The non-significance of long-run relationship between the two markets is confirmed by other studies (Granger et al., 2000; Nieh and Lee, 2001; Smyth and Nandha, 2003; Kollias et al., 2010) that use cointegration tests.”
Sudden changes in volatility: The case of five central European stock markets (2009, background): “Empirically, significant interrelation is found elsewhere (e.g. Abdalla and Murinde 1997, Smyth and Nandha 2003, Ajayi et al. 1998 and Moore 2007).”