메뉴 건너뛰기




Volumn 1, Issue 23, 2009, Pages 207-215

The relationship between stock prices and exchange rates evidence from turkey

Author keywords

Exchange rate; Stock prices; Toda yamamoto; Turkey

Indexed keywords


EID: 67549140179     PISSN: 14502887     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (82)

References (35)
  • 1
    • 0000141739 scopus 로고    scopus 로고
    • Exchange rate and stock price interactions in emerging financial markets: Evidence on India, Korea, Pakistan and the Philippines
    • Abdalla, I. S. A. and Murinde, V., 1997. "Exchange rate and stock price interactions in emerging financial markets: Evidence on India, Korea, Pakistan and the Philippines", Applied Financial Economics 7, pp. 25-35.
    • (1997) Applied Financial Economics , vol.7 , pp. 25-35
    • Abdalla, I.S.A.1    Murinde, V.2
  • 2
    • 0002855652 scopus 로고
    • Exchange rates and stock prices: A study of the United States capital markets under floating exchange rates
    • Fall, pp
    • Aggarwal, R., 1981. "Exchange rates and stock prices: A study of the United States capital markets under floating exchange rates", Akron Business and Economic Review 12 (Fall), pp. 7-12.
    • (1981) Akron Business and Economic Review , vol.12 , pp. 7-12
    • Aggarwal, R.1
  • 3
    • 84973382153 scopus 로고    scopus 로고
    • On the dynamic relation between stock prices and Exchange rates
    • Ajayi, R. A., and Mougoue, M., 1996. "On the dynamic relation between stock prices and Exchange rates", Journal of Financial Research 19, pp. 193-207.
    • (1996) Journal of Financial Research , vol.19 , pp. 193-207
    • Ajayi, R.A.1    Mougoue, M.2
  • 4
    • 0006871082 scopus 로고    scopus 로고
    • On the relationship between stock returns and exchange rates: Test of granger causality
    • Ajayi, R. A., Friedman, J., and Mehdian, S. M., 1998. "On the relationship between stock returns and exchange rates: Test of granger causality", Global Finance Journal 9 (2), pp. 241-251.
    • (1998) Global Finance Journal , vol.9 , Issue.2 , pp. 241-251
    • Ajayi, R.A.1    Friedman, J.2    Mehdian, S.M.3
  • 5
    • 0036373022 scopus 로고    scopus 로고
    • Testing for causality-in-variance: An application to the East Asian markets
    • Caporale, G.M., Pittis, N., and Spagnolo, N., 2002. "Testing for causality-in-variance: an application to the East Asian markets", International Journal of Finance & Economics 7 (3), pp. 235-245.
    • (2002) International Journal of Finance & Economics , vol.7 , Issue.3 , pp. 235-245
    • Caporale, G.M.1    Pittis, N.2    Spagnolo, N.3
  • 6
    • 85036258669 scopus 로고
    • Distribution of the Estimators for Autoregressive Time Series with a Unit Root
    • Dickey, D.A., and Fuller, W.A., 1979. "Distribution of the Estimators for Autoregressive Time Series with a Unit Root", Journal of the American Statistical Association 74, pp. 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 7
    • 40749118049 scopus 로고    scopus 로고
    • The Dynamic Relationship and Pricing of Stocks and Exchange Rates: Empirical Evidence from Asian Emerging Markets
    • Doong, Shuh-Chyi, Yang, Sheng-Yung and Wang, Alan T., 2005. "The Dynamic Relationship and Pricing of Stocks and Exchange Rates: Empirical Evidence from Asian Emerging Markets", Journal of American Academy of Business, Cambridge 7, (1), pp. 118-123.
    • (2005) Journal of American Academy of Business, Cambridge , vol.7 , Issue.1 , pp. 118-123
    • Doong, S.-C.1    Yang, S.-Y.2    Wang, A.T.3
  • 8
    • 84868976683 scopus 로고    scopus 로고
    • Hisse Senedi Fiyatlari ile Döviz Kuru ilişksi: Geliçmekte Olan Ülkeler Üzerine Ampirik Bir Uygulama
    • Erbaykal, E. and Okuyan, H.A., 2007. "Hisse Senedi Fiyatlari ile Döviz Kuru ilişksi: Geliçmekte Olan Ülkeler Üzerine Ampirik Bir Uygulama", BDDK Bankacilik ve Finansal Piyasalar Dergisi 1(1), pp. 77-89.
    • (2007) BDDK Bankacilik ve Finansal Piyasalar Dergisi , vol.1 , Issue.1 , pp. 77-89
    • Erbaykal, E.1    Okuyan, H.A.2
  • 9
    • 0001329268 scopus 로고    scopus 로고
    • A bivariate causality between stock prices and exchange rates: Evidence from recent Asian flu
    • Granger, Clive W.J., Huang, Bwo-Nung, and Chin-Wei, Yang, 2000. "A bivariate causality between stock prices and exchange rates: evidence from recent Asian flu", The Quarterly Review of Economics and Finance 40, pp. 337-354.
    • (2000) The Quarterly Review of Economics and Finance , vol.40 , pp. 337-354
    • Granger, C.W.J.1    Huang, B.-N.2    Yang, C.-W.3
  • 10
    • 0036207301 scopus 로고    scopus 로고
    • On the Causality between Exchange Rates and Stock Prices: A Note
    • Hatemi-J, A. and Irandoust, M., 2002. "On the Causality between Exchange Rates and Stock Prices: A Note", Bulletin of Economic Research 54:2, pp.197-203.
    • (2002) Bulletin of Economic Research , vol.54 , Issue.2 , pp. 197-203
    • Hatemi-J, A.1    Irandoust, M.2
  • 11
    • 0242361113 scopus 로고    scopus 로고
    • Macroeconomic variables and the Malaysian equity market: A view through rolling subsamples
    • Ibrahim, H and Aziz, H., 2003. "Macroeconomic variables and the Malaysian equity market: A view through rolling subsamples", Journal of Economic Studies 30(1), pp. 6-27.
    • (2003) Journal of Economic Studies , vol.30 , Issue.1 , pp. 6-27
    • Ibrahim, H.1    Aziz, H.2
  • 12
    • 67549120361 scopus 로고    scopus 로고
    • Modelling the impacts of interest rate and exchange rate changes on UK stock returns
    • Joseph, N.L., 2002. "Modelling the impacts of interest rate and exchange rate changes on UK stock returns", Derivatives Use, Trading & Regulation 7(4), pp. 306-323.
    • (2002) Derivatives Use, Trading & Regulation , vol.7 , Issue.4 , pp. 306-323
    • Joseph, N.L.1
  • 13
    • 0038458682 scopus 로고    scopus 로고
    • Dollar Exchange Rate and Stock Price: Evidence from Multivariate Cointegration and Error Correction Model
    • Kim, K., 2003. "Dollar Exchange Rate and Stock Price: Evidence from Multivariate Cointegration and Error Correction Model", Review of Financial Economics 12, 301-313.
    • (2003) Review of Financial Economics , vol.12 , pp. 301-313
    • Kim, K.1
  • 14
    • 67349276794 scopus 로고    scopus 로고
    • The Relationship between Exchange Rate and Stock Prices during the Quantitative Easing Policy in Japan
    • Kurihara, Yutaka, 2006. "The Relationship between Exchange Rate and Stock Prices during the Quantitative Easing Policy in Japan", International Journal of Business 11(4), pp.375-386.
    • (2006) International Journal of Business , vol.11 , Issue.4 , pp. 375-386
    • Kurihara, Y.1
  • 15
    • 84978553591 scopus 로고
    • On Exchange Rate Changes and Stock Price Reactions
    • Ma, C.K. and Kao, G.W., 1990. "On Exchange Rate Changes and Stock Price Reactions", Journal of Business Finance & Accounting 17 (3), pp. 441-449.
    • (1990) Journal of Business Finance & Accounting , vol.17 , Issue.3 , pp. 441-449
    • Ma, C.K.1    Kao, G.W.2
  • 16
    • 0002378331 scopus 로고
    • Critical Values for Cointegration Tests
    • ed. R. F. Engle and C. W. J. Granger. Oxford: Oxford University Press
    • MacKinnon, James G., 1991. "Critical Values for Cointegration Tests" In Long-Run Economic Relationships: Readings in Cointegration, ed. R. F. Engle and C. W. J. Granger. Oxford: Oxford University Press.
    • (1991) Long-Run Economic Relationships: Readings in Cointegration
    • MacKinnon, J.G.1
  • 17
    • 67549116306 scopus 로고    scopus 로고
    • Stock Market and Foreign Exchange Market in India: Are they Related?
    • Mishra, Alok Kumar, 2004. "Stock Market and Foreign Exchange Market in India: Are they Related?", South Asian Journal of Management 11(2), pp. 12-31.
    • (2004) South Asian Journal of Management , vol.11 , Issue.2 , pp. 12-31
    • Mishra, A.K.1
  • 18
    • 67549111479 scopus 로고    scopus 로고
    • Volatility Spillover between Stock and Foreign Exchange Markets: Indian Evidence
    • Mishra, Alok Kumar, Swain, Niranjan and Malhotra, D.K., 2007. "Volatility Spillover between Stock and Foreign Exchange Markets: Indian Evidence", International Journal of Business 12(3), pp. 343-359.
    • (2007) International Journal of Business , vol.12 , Issue.3 , pp. 343-359
    • Mishra, A.K.1    Swain, N.2    Malhotra, D.K.3
  • 19
    • 1842588817 scopus 로고    scopus 로고
    • Stock Prices and Exchange Rates: Are They Related? Evidence from South Asian Countries
    • Muhammad, Naeem and Rasheed, Abdul, 2002. "Stock Prices and Exchange Rates: Are They Related? Evidence from South Asian Countries", The Pakistan Development Review 41(4), pp. 535-550.
    • (2002) The Pakistan Development Review , vol.41 , Issue.4 , pp. 535-550
    • Muhammad, N.1    Rasheed, A.2
  • 20
    • 0041324960 scopus 로고    scopus 로고
    • Dynamic relationship between stock prices and exchange rates for G-7 countries
    • Nieh, Chien-Chung and Lee, Cheng-Few, 2001. "Dynamic relationship between stock prices and exchange rates for G-7 countries", The Quarterly Review of Economics and Finance 41, pp. 477-490.
    • (2001) The Quarterly Review of Economics and Finance , vol.41 , pp. 477-490
    • Nieh, C.-C.1    Lee, C.-F.2
  • 22
    • 67549120360 scopus 로고    scopus 로고
    • Causality Between Stock prices and Exchange Rates: A Case of The United States
    • Florida Atlantic University, Master of Science Thesis
    • Ozair, Amber, 2006. "Causality Between Stock prices and Exchange Rates: A Case of The United States", Florida Atlantic University, Master of Science Thesis.
    • (2006)
    • Ozair, A.1
  • 23
    • 34548472636 scopus 로고    scopus 로고
    • Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets
    • Pan, Ming-Shiun, Fok, Robert Chi-Wing and Liu, Y. Angela, 2007. "Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets", International
    • (2007) International
    • Pan, M.-S.1    Fok, R.C.-W.2    Liu, Y.A.3
  • 25
    • 77956888124 scopus 로고
    • Testing for a Unit Root in Time Series Regression
    • Phillips, Peter C. B., and Perron, Pierre, 1988. "Testing for a Unit Root in Time Series Regression", Biometrika 75(4), pp. 335-59.
    • (1988) Biometrika , vol.75 , Issue.4 , pp. 335-359
    • Phillips, P.C.B.1    Perron, P.2
  • 28
    • 67549122064 scopus 로고    scopus 로고
    • Inonu Universitesi, Malatya
    • Inonu Universitesi, Malatya.
  • 29
    • 0344120741 scopus 로고    scopus 로고
    • Bivariate causality between exchange rates and stock prices in South Asia
    • Smyth, R. and Nandha, M., 2003. "Bivariate causality between exchange rates and stock prices in South Asia", Applied Economics Letters 10, pp. 699-704.
    • (2003) Applied Economics Letters , vol.10 , pp. 699-704
    • Smyth, R.1    Nandha, M.2
  • 30
    • 43949109934 scopus 로고    scopus 로고
    • Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions
    • Stavárek, Daniel, 2005. "Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions", Finance a úr-Czech Journal of Economics and Finance 55, pp. 141-161.
    • (2005) Finance a úr-Czech Journal of Economics and Finance , vol.55 , pp. 141-161
    • Stavárek, D.1
  • 31
    • 85030469710 scopus 로고    scopus 로고
    • Macroecomoic factors and stock prices in the emerging Cypriot equity market
    • Tsoukalas, Dimitrios, 2003. "Macroecomoic factors and stock prices in the emerging Cypriot equity market", Managerial Finance 29(4), pp. 87-92.
    • (2003) Managerial Finance , vol.29 , Issue.4 , pp. 87-92
    • Tsoukalas, D.1
  • 32
    • 33750853274 scopus 로고    scopus 로고
    • Effects of size and international exposure of the US firms on the relationship between stock prices and exchange rates
    • Vygodina, Anna V., 2006. "Effects of size and international exposure of the US firms on the relationship between stock prices and exchange rates", Global Finance Journal 17, pp. 214 223.
    • (2006) Global Finance Journal , vol.17 , pp. 214-223
    • Vygodina, A.V.1
  • 33
    • 0141487434 scopus 로고    scopus 로고
    • Stock prices and exchange rates in a VEC model-the case of Singapore in the 1990s
    • Wu, Ying, 2000. "Stock prices and exchange rates in a VEC model-the case of Singapore in the 1990s", Journal of Economics and Finance 24(3), pp. 260-274.
    • (2000) Journal of Economics and Finance , vol.24 , Issue.3 , pp. 260-274
    • Wu, Y.1
  • 34
    • 33745503205 scopus 로고    scopus 로고
    • interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate
    • Yau, Hwey-Yun and Nieh, Chien-Chung, 2006. interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate", Journal of Asian Economics 17, pp. 535-552.
    • (2006) Journal of Asian Economics , vol.17 , pp. 535-552
    • Yau, H.-Y.1    Nieh, C.-C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.