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Sangram Keshari Jena, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah & David Roubaud. (2023) Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain. Applied Economics 55:12, pages 1312-1327.
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Karan Rai & Bhavesh Garg. (2022) Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies: evidence from the COVID-19 outbreak period. Applied Economics Letters 29:8, pages 738-745.
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Konstantinos Gkillas, Paraskevi Katsiampa, Christoforos Konstantatos & Athanasios Tsagkanos. (2022) Discontinuous movements and asymmetries in cryptocurrency markets. The European Journal of Finance 0:0, pages 1-25.
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Kingsley Ikechukwu Okere, Obumneke Bob Muoneke & Favour Chidinma Onuoha. (2021) Symmetric and asymmetric effects of crude oil price and exchange rate on stock market performance in Nigeria: Evidence from multiple structural break and NARDL analysis. The Journal of International Trade & Economic Development 30:6, pages 930-956.
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Luyuan Zheng, Yuexiang Jiang & Huaigang Long. (2019) Exchange rates change, asset-denominated currency difference and stock price fluctuation. Applied Economics 51:60, pages 6517-6534.
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Articles from other publishers (18)
Yujia Jin, Ailian Zhang & Bai Liu. (2023) Risk spillover networks in financial markets: Evidence from emerging markets. Managerial and Decision Economics 44:6, pages 3086-3107.
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İlyas Kays İMAMOĞLU & Rahman AYDIN. (2023) DÖVİZ KURU VE HİSSE SENEDİ FİYATLARI GEÇİŞKENLİĞİ: BİST100 VE ALT ENDEKSLER ÜZERİNE BİR UYGULAMAEXCHANGE RATE AND SHARE PRICES PASSAGE: AN APPLICATION ON BIST100 AND SUB-INDICES. Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi 24:3, pages 302-316.
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Muntazir Hussain, Usman Bashir & Ramiz Ur Rehman. (2023) Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. Asia-Pacific Financial Markets.
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Salah A. Nusair & Dennis Olson. (2022) Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach. Journal of International Financial Markets, Institutions and Money 78, pages 101541.
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Ping Zhang, Lin Zhang, Zhenghui Meng & Tewei Wang. (2021) Dynamic Spillover Effects of Investor Sentiment and Return between China and the United States. Discrete Dynamics in Nature and Society 2021, pages 1-19.
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Ping Zhang, Jieying Gao, Yanbin Zhang & Te-Wei Wang. (2021) Dynamic Spillover Effects between the US Stock Volatility and China’s Stock Market Crash Risk: A TVP-VAR Approach. Mathematical Problems in Engineering 2021, pages 1-12.
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Nikolaos Stoupos & Apostolos Kiohos. (2020) BREXIT referendum’s impact on the financial markets in the UK. Review of World Economics 157:1, pages 1-19.
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Mehmet SONGUR & Burak SERTKAYA. (2020) The Relationship Between Stock Prices and the Real Exchange Rate Index in BRICS Countries: Symmetric and Asymmetric Causality AnalysisBRICS Ülkelerinde Hisse Senedi Fiyatları ile Reel Döviz Kuru Endeksi Arasındaki İlişki: Simetrik ve Asimetrik Nedensellik Analizi. Yönetim ve Ekonomi Dergisi 27:3, pages 573-586.
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Andrew Phiri. (2019) Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform. Economic Change and Restructuring 53:1, pages 171-193.
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Xin Li, Chi-Wei Su, Hsu-Ling Chang & Ji Ma. (2018) Do short-term international capital movements play a role in exchange rate and stock price transmission mechanism in China?. International Review of Economics & Finance 57, pages 15-25.
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Konstantinos Gkillas, Dimitrios I. Vortelinos & Tahir Suleman. (2018) Asymmetries in the African financial markets. Journal of Multinational Financial Management 45, pages 72-87.
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Wee-Yeap Lau & You-How Go. (2018) Dynamic Causality Between Stock Return and Exchange Rate: Is Stock-Oriented Hypothesis More Relevant in Malaysia?. Asia-Pacific Financial Markets 25:2, pages 137-157.
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Kenan İLARSLAN. (2018) KISA VE UZUN DÖNEMDE DÖVİZ KURLARI İLE BORSA ENDEKSİ ARASINDAKİ İLİŞKİNİN AÇIKLANMASINA YÖNELİK AMPİRİK BİR ÇALIŞMAAN EMPIRICAL STUDY FOR EXPLAINING THE RELATIONSHIP BETWEEN EXCHANGE RATES AND STOCK EXCHANGE INDEX IN THE SHORT AND LONG TERM. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 36:1, pages 83-104.
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Dimitrios Vortelinos, Konstantinos Gkillas (Gillas)Costas Syriopoulos & Argyro Svingou. (2017) Asymmetric and nonlinear inter-relations of US stock indices. International Journal of Managerial Finance 14:1, pages 78-129.
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Gideon Boako & Paul Alagidede. (2017) Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas. Journal of Multinational Financial Management 41, pages 92-114.
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Gideon Boako & Paul Alagidede. (2017) Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains. Physica A: Statistical Mechanics and its Applications 468, pages 359-380.
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Oguzhan Aydemir & Banu Demirhan. 2017. Handbook of Research on Global Enterprise Operations and Opportunities. Handbook of Research on Global Enterprise Operations and Opportunities
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Gideon Boako, Maurice Omane-Adjepong & Joseph Magnus Frimpong. (2016) Stock Returns and Exchange Rate Nexus in Ghana: A Bayesian Quantile Regression Approach. South African Journal of Economics 84:1, pages 149-179.
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