Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model

By Ki-Ho Kim. 2003

312 citations recorded by the source corpus.

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Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis (2016, background): “Kim (2003) shows that the stock price is positively impacted by the industrial production and negatively caused by exchange rate, interest rate, and inflation.”
Impact of Macroeconomic Variables on Stock Markets: Evidence from Emerging Markets (2015, background): “These four variables are the most reliable macroeconomic variables that can explain stock markets fluctuations (Graham & Harvey, 2001; Kim, 2003; Rapach et al., 2005; Yau & Nieh, 2006; Adrangi et al., 2011).”
A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach (2013, unknown): “The previous proposition has been formulated by Dornbusch and Fisher (1980) as the good market hypothesis (international trading effect) that is confirmed by Kim (2003).”