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Applied Economics Letters Volume 7, 2000 - Issue 1
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Original Articles

Common trends and cycles in G-7 countries exchange rates and stock prices

Bruce Morley
&
Eric J. Pentecost
Pages 7-10 | Published online: 06 Oct 2010

Citations (23)

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Alan Tse-Shih Wang, Ming-Yuan Leon Li & Ti-Chen Chen. (2010) Price transmission, foreign exchange rate risks and global diversification of ADRs. Applied Economics 42:14, pages 1811-1823.
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Nukhet Dogan & Yeliz Yalcin. (2007) The effects of the exchange rate movements on the Istanbul stock exchange. Applied Financial Economics Letters 3:1, pages 39-46.
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James Obben, Andrew Pech & Shamim Shakur. (2006) Analysis of the relationship between the share market performance and exchange rates in New Zealand: A cointegrating VAR approach. New Zealand Economic Papers 40:2, pages 147-180.
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Wilson Patrick & Zurbruegg Ralf. (2003) Isolating Important Driving Forces in Indirect Real Estate Markets. Journal of Real Estate Portfolio Management 9:3, pages 205-218.
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Articles from other publishers (19)

Robert M. Hull, Ashfaq Habib & Muhammad Asif Khan. (2023) Impact of major stock markets on China's stock market. Managerial Finance 49:11, pages 1706-1721.
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Maoxi Tian, Rim El Khoury & Muneer M. Alshater. (2023) The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. Journal of International Financial Markets, Institutions and Money 82, pages 101712.
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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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Xingxing He, Korhan K. Gokmenoglu, Dervis Kirikkaleli & Syed Kumail Abbas Rizvi. (2021) Co‐movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. International Journal of Finance & Economics.
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Puneet Vatsa & Hem C. Basnet. (2020) The dynamics of energy prices and the Norwegian economy: A common trends and common cycles analysis. Resources Policy 68, pages 101791.
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Puneet Vatsa. (2020) Comovement amongst the demand for New Zealand tourism. Annals of Tourism Research 83, pages 102965.
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Zixiong Xie, Shyh-Wei Chen & An-Chi Wu. (2020) The foreign exchange and stock market nexus: New international evidence. International Review of Economics & Finance 67, pages 240-266.
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Paulo Ferreira, Marcus Fernandes da Silva & Idaraí Santos de Santana. (2019) Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies. Economies 7:1, pages 9.
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Bakri Abdul Karim, Josephine Yau Hwang, Norlina Kadri & Dzul Hadzwan Husaini. (2018) Stock Prices and Exchange Rates in Indonesia: Further Evidence. UNIMAS Review of Accounting and Finance 1:1.
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Sheng-Ping Yang. (2017) Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries. Pacific-Basin Finance Journal 46, pages 337-354.
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Numan Ülkü, Duminda Kuruppuarachchi & Olga Kuzmicheva. (2017) Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model. Emerging Markets Review 33, pages 140-154.
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Tomáš Plíhal. (2017) Granger Causality between Stock Market and Macroeconomic Indicators: Evidence from Germany. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 64:6, pages 2101-2108.
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Tomáš Plíhal. (2016) Stock Market Informational Efficiency in Germany: Granger Causality between DAX and Selected Macroeconomic Indicators. Procedia - Social and Behavioral Sciences 220, pages 321-329.
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Shyh‐Wei Chen & Tzu‐Chun Chen. (2012) Untangling the non‐linear causal nexus between exchange rates and stock prices. Journal of Economic Studies 39:2, pages 231-259.
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Numan Ülkü & Ebru Demirci. (2012) Joint dynamics of foreign exchange and stock markets in emerging Europe. Journal of International Financial Markets, Institutions and Money 22:1, pages 55-86.
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BALA RAMASAMY & MATTHEW C.H. YEUNG. (2005) THE CAUSALITY BETWEEN STOCK RETURNS AND EXCHANGE RATES: REVISITED. Australian Economic Papers 44:2, pages 162-169.
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Alok Kumar Mishra. (2016) Stock Market and Foreign Exchange Market in India: Are they Related?. South Asia Economic Journal 5:2, pages 209-232.
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Patrick J. Wilson, Richard Gerlach & Ralf Zurbruegg. (2003) Potential Diversification Benefits In The Presence Of Unknown Structural Breaks: An Australian Case Study. Australian Economic Papers 42:4, pages 442-453.
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Alok Kumar Mishra & M. Thomas Paul. (2008) Integration and Efficiency of Stock and Foreign Exchange Markets in India. SSRN Electronic Journal.
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