Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries
By Sheng-Yung Yang, Shuh-Chyi Doong. 2004
261 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/f023d7cc20ee17ca6d7033cc1dca873b75a0da4c
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Citations in the corpus
- Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (2014, background): “For example, Yang and Doong (2004) find that stock market movements have a significant impact on future exchange rate changes for the G7 countries over the period 1979-1999.”
- Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis (2016, background): “Yang and Doong (2004) examine the nature of the mean and volatility transmission mechanism in the two markets for G-7 countries, and found stock price fluctuations impact exchange rate and asymmetric volatility spillover effects.”