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New Zealand Economic Papers Volume 40, 2006 - Issue 2
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Original Articles

Analysis of the relationship between the share market performance and exchange rates in New Zealand: A cointegrating VAR approach

James Obben Dept of Applied and International Economics, Massey University, Palmerston North, New Zealand Phone: ++64 (06) 350 5799 Ext. 2671 Fax: ++64 (06) 350 5799 Ext. 2671 E-mail: [email protected]
,
Andrew Pech Queensland Treasury Corporation, Brisbane, QLD, Australia
&
Shamim Shakur Dept of Applied and International Economics, Massey University, Palmerston North, New Zealand
Pages 147-180 | Published online: 21 Jun 2010

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Read on this site (2)

Feyyaz Zeren & Mustafa Koç. (2016) Time varying causality between stock market and exchange rate: evidence from Turkey, Japan and England. Economic Research-Ekonomska Istraživanja 29:1, pages 696-705.
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Gary Gang Tian & Shiguang Ma. (2010) The relationship between stock returns and the foreign exchange rate: the ARDL approach. Journal of the Asia Pacific Economy 15:4, pages 490-508.
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Articles from other publishers (10)

Can BEKAROĞLU & Muhammed Talha ŞEN. (2023) Türkiye’de Covid-19 Öncesi ve Sonrası Döviz Kuru ile Borsa Arasındaki Nedensellik İlişkisiThe Causality Relationship Between the Exchange Rate and the Stock Exchange Before and After Covid-19 in Turkey. Management and Political Sciences Review 5:2, pages 160-182.
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Yunus YILMAZ. (2022) BIST Gıda ve İçecek Endeksi ile Döviz Kuru Arasındaki Asimetrik İlişki Doğrusal Olmayan ARDL YaklaşımıThe Asymmetric Relationship between ISE Food and Beverage Index and the Exchange Rate: Non-Linear ARDL Approach. Bingöl Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 6:1, pages 561-579.
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G. Zh. Azretbergenova. (2022) The Interrelation between Stock Prices and the Exchange Rate in Kazakhstan. Economics: the strategy and practice 17:2, pages 206-216.
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Dina ÇAKMUR YILDIRTAN & Esengül SALİHOĞLU. (2021) DÖVİZ KURUNUN FİNANS SEKTÖRÜ HİSSE SENEDİ GETİRİLERİ ÜZERİNDEKİ ETKİSİ / The Effect of Exchange Rate on Finance Sector Stock ReturnsTHE EFFECT OF EXCHANGE RATE ON FINANCE SECTOR STOCK RETURNS / Döviz Kurunun Finans Sektörü Hisse Senedi Getirileri Üzerindeki Etkisi. Uluslararası Ekonomi İşletme ve Politika Dergisi 5:2, pages 309-328.
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Sultan KUZU YILDIRIM. (2021) BİST Banka Endeksi ile Makroekonomik Değişkenler Arasındaki İlişkinin Bootstrap ve Asimetrik Nedensellik Analizleri ile İncelenmesiAnalysis Of The Relationship Between The BİST Bank Index and Macroeconomic Changes With Bootstrap and Asymmetric Causality Tests. İzmir İktisat Dergisi 36:2, pages 355-364.
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Ayşe GENÇ & Cemal ÖZTÜRK. (2021) Türkiye’de Hisse Senedi Fiyatları ile Döviz Kuru Arasındaki İlişki: Asimetrik Nedensellik ve Markov Rejim Değişim Modeli Yaklaşımı. Journal of Yaşar University 16:62, pages 601-617.
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Selim YILDIRIM, Reyhan CAVADOVA, Ethem ESEN & Fatih TEMİZEL. (2021) BİST 100 ENDEKSİNİN DÖVİZ KURU DEĞİŞİMLERİ İLE SİMETRİK VE ASİMETRİK İLİŞKİSİ. Finansal Araştırmalar ve Çalışmalar Dergisi 13:24, pages 272-284.
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Ahmet UĞUR & Nergis BİNGÖL. (2020) Hisse senedi ve döviz kuru ilişkisinin yönü: Türkiye üzerine bir araştırmaThe direction of the stock and foreign exchange relations: a research on Turkey. Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 13:4, pages 624-636.
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Mariana Martinez-Ramirez, Margarita Kazakakou & Eduardo Javier Treviño-Saldivar. (2020) Relación entre los índices accionarios y el tipo de cambio de los mercados asiáticos: Un enfoque de regresión cuantil. Vinculatégica EFAN 6:1, pages 73-90.
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Mohsen Bahmani-Oskooee & Sujata Saha. (2015) On the relation between stock prices and exchange rates: a review article. Journal of Economic Studies 42:4, pages 707-732.
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