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Volumn 24, Issue 3, 2000, Pages 260-274

Stock prices and exchange rates in a VEC model- The case of Singapore in the 1990s

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EID: 0141487434     PISSN: 10550925     EISSN: 19389744     Source Type: Journal    
DOI: 10.1007/BF02752607     Document Type: Article
Times cited : (58)

References (14)
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    • Ajayi, R.A.1    Mougoue, M.2
  • 2
    • 0002384054 scopus 로고
    • Stock prices and the effective exchange rate of the dollar
    • Bahmani-Oskooee, Mohsen, and Ahmad Sohrabian. 1992. "Stock Prices and the Effective Exchange Rate of the Dollar." Applied Economics 24: 459-464.
    • (1992) Applied Economics , vol.24 , pp. 459-464
    • Bahmani-Oskooee, M.1    Sohrabian, A.2
  • 5
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    • The Japanese and U.S. Stock prices: A comparative fundamental analysis
    • Choi, Jongmoo Jay. 1995. "The Japanese and U.S. Stock Prices: A Comparative Fundamental Analysis." Japan and the Worm Economy 7: 347-360.
    • (1995) Japan and the Worm Economy , vol.7 , pp. 347-360
    • Choi, J.J.1
  • 7
  • 8
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inferences on cointegration-with applications to the demand for money
    • Johansen, Soren, and Katarina Juselius. 1990. "Maximum Likelihood Estimation and Inferences on Cointegration-with Applications to the Demand for Money." Oxford Bulletin of Economics and Statistics 52:169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 9
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
    • Johansen, Soren. 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models." Econometrica 59: 1551-1580.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 13
    • 0032443199 scopus 로고    scopus 로고
    • World Bank. Washington D.C.: The World Bank
    • World Bank. 1998. East Asia: The Road to Recovery. Washington D.C.: The World Bank.
    • (1998) East Asia: The Road to Recovery
  • 14
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    • Stock prices and exchange rates: Experience in leading East Asian financial centres: Tokyo, Hong Kong and Singapore
    • Yu, Qiao. 1997. "Stock Prices and Exchange Rates: Experience in Leading East Asian Financial Centres: Tokyo, Hong Kong and Singapore." Singapore Economic Review 41: 47-56.
    • (1997) Singapore Economic Review , vol.41 , pp. 47-56
    • Yu, Q.1


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