Stock Prices and Exchange Rates in Indonesia: Further Evidence
نویسندگان
چکیده
منابع مشابه
Dynamic Linkages between Exchange Rates and Stock Prices: Evidence from Iran and South Korea
The main purpose of present study is to analyze the relationship between stock and exchange markets in two Asian countries, Iran and South Korea. A monthly time series of stock price and exchange rate are used over the period 2002: 05 - 2012: 03. The data is collected from the Central Bank of each country and WDI. The calculated stock return and real exchange rate change are used in analysis....
متن کاملdynamic linkages between exchange rates and stock prices: evidence from iran and south korea
â â â â â â â â the main purpose of present study is to analyze the relationship between stock and exchange markets in two asian countries, iran and south korea. a monthly time series of stock price and exchange rate are used over the period 2002: 05 - 2012: 03. the data is collected from the central bank of each country and wdi. the calculated stock return and real exchange rate change are u...
متن کاملCausal Relationship between Stock Prices and Exchange Rates
This paper investigates the nature of the causal linkage between stock markets and foreign exchange markets in Australia, Canada, Japan, Switzerland, and UK from 1992:1 to 2005:12. Recently developed cointegration tests are employed and no evidence of a long-run relationship between the variables is found. Three variations of the Granger causality test are carried out and causality from exchang...
متن کاملThe Linkage between Exchange Rates and Stock Prices: Evidence from Vietnam
This study researches the causal relationship between exchange rates and stock prices during pre and post financial crisis in Viet Nam, based on the collected daily data from 2005 to 2015. The paper investigates the long-run relationship between above-mentioned two variables using Johansen and Juselius (1990) co-integration test and short run dynamic causal relationships by using Toda and Yamam...
متن کاملDynamic Relationship between Stock Prices and Exchange Rates: Evidence from Three South Asian Countries
In this paper we have investigated the interactions between stock prices and exchange rates in three emerging countries of South Asia named as Bangladesh, India and Pakistan. We have considered average monthly nominal exchange rates of US dollar in terms of Bangladeshi Taka, Indian Rupee and Pakistani Rupee and monthly values of Dhaka Stock Exchange General Index, Bombay Stock Exchange Index an...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: UNIMAS Review of Accounting and Finance
سال: 2018
ISSN: 2590-3543
DOI: 10.33736/uraf.1212.2018