On the causality between exchange rates and stock prices: A note

Bulletin of Economic Research

Volumn 54, Issue 2, 2002, Pages 197-203

  Hatemi J, Abdulnasser ^a,b   Irandoust, Manuchehr ^a,b  

^a UNIVERSITY OF SKÖVDE   (Sweden)

^b ÖREBRO UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; PRICE DYNAMICS; STOCK MARKET;

EID: 0036207301     PISSN: 03073378     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-8586.00148     Document Type: Article

References (13)

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2. Fitting autoregressions for prediction
3. Stock prices and the effective exchange rate of the dollar
4. Asset returns and inflation
5. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
6. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
7. The great crash, the oil price shock, and the unit root hypothesis
8. Testing for Granger non-causality in cointegrated systems made easy
9. Estimating the dimension of a model
10. An analysis of exchange rates and stock prices: The United States experience between 1980 and 1986
11. Statistical inference in vector autoregressions with possibly integrated processes
12. Monte Carlo evidence on cointegration and causation