The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach

By I. Tsai. 2012

253 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d9103499ed57414caf73fd62f89c95553189c15d

Citations in the corpus

• Do exchange rate changes have symmetric or asymmetric effects on stock prices (2016, unknown): “12 Using the method of quantile regression, Tsai (2012) found that exchange rates and stock prices are negatively related when the exchange rates are extremely high or low for Singapore, Thailand, Malaysia, the Philippines, South Korea and Taiwan for the period of 1992-2009.”