Stock Prices and Exchange Rate Dynamics

By K. Phylaktis, Fabiola Ravazzolo. 2005

511 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/46edafd41a5e3b43337dba5dce1a3c1a79c89779

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

In Finance

Citations in the corpus

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).”
Fractional Neuro-Sequential ARFIMA-LSTM for Financial Market Forecasting (2020, background): “The international trades and ﬁnancial business are closely The associate editor coordinating the review of this manuscript and approving it for publication was Avishek Guha. connected with stock rates [1].”
A Study of Exchange Rates Movement and Stock Market Volatility (2010, unknown): “Also, fundamentalist investors have taken into account these relationships to predict the future trends for each other (Phylaktis and Ravazzolo, 2005; Mishra et al., 2007; Nieh and Lee, 2001; Stavárek, 2005).”
EFFECT OF EXCHANGE RATE VOLATILITY ON THE GHANA STOCK EXCHANGE (2008, background): “Studies like Smith (1992), Solnik (1987), Aggarwal (1981), Frank and Young (1972), Phylaktis and Ravazzolo (2000), Granger et al. (2000), Abdalla and Murinde (1997), and Apte (2001) have found a significant positive relationship between stock prices and exchange rates while others, such as Soenen…”
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 (2014, background): “Phylaktis and Ravazzolo (2005) found that US stock prices were a key channel linking the exchange rates of five Pacific basin countries to their stock indices.”
On the relation between stock prices and exchange rates: a review article (2015, background): “Continuing the same line of research, Smyth and Nandha (2003) examined the relationship between stock prices and exchange rates in four South-Asian countries of Bangladesh, India, Pakistan and Sri Lanka using daily data from 1995 to 2001.”
Stock Market and Foreign Exchange Market in India: Are they Related? (2004, background): “Studies like Smith (1992), Solnik (1987), Aggarwala (1981), Frank and Young (1972), Phylaktis and Ravazzolo (2000), Granger et al. (2000), Abdalla and Murinde (1997), and Apte (2001) have found a significant positive relationship between stock prices and exchange rates while others, such as Soenen…”
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (2014, background): “This result is consistent with the finding of Granger et al (2000), Hatemi-J and Roca (2005), Phylaktis and Ravazzolo (2005), and Pan et al (2007).”
Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions (2004, background): “Phylaktis and Ravazzolo (2000) analyzed a group of Pacific Basin countries over the period 1980–98 and their results suggest that stock and foreign exchange markets are positively related and that the US stock market acts as a conduit for these links.”