Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets

This study examines dynamic linkages between exchange rates and stock prices for seven East Asian countries, including Hong Kong, Japan, Korea, Malaysia, Singapore, Taiwan, and Thailand, for the period January 1988 to October 1998. Our empirical results show a significant causal relation from exchan...

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Veröffentlicht in:	International review of economics & finance 2007, Vol.16 (4), p.503-520
Hauptverfasser:	Pan, Ming-Shiun, Fok, Robert Chi-Wing, Liu, Y. Angela
Format:	Artikel
Sprache:	eng
Schlagworte:	Causality Correlation analysis Dynamic linkages between exchange rates and stock prices East Asian markets Economic crisis Foreign exchange markets Foreign exchange rates Manycountries Stock prices Studies
Online-Zugang:	Volltext
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