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Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate

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  • Yau, Hwey-Yun
  • Nieh, Chien-Chung
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Asian Economics.

    Volume (Year): 17 (2006)
    Issue (Month): 3 (June)
    Pages: 535-552

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    Handle: RePEc:eee:asieco:v:17:y:2006:i:3:p:535-552

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    Web page: http://www.elsevier.com/locate/asieco

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    References

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    20. Granger, Clive W. J. & Huangb, Bwo-Nung & Yang, Chin-Wei, 2000. "A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu," The Quarterly Review of Economics and Finance, Elsevier, vol. 40(3), pages 337-354.
    21. Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992. "Impulse response analysis of cointegrated systems," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 53-78, January.
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    Cited by:
    1. Shyh-Wei Chen & Tzu-Chun Chen, 2012. "Untangling the non-linear causal nexus between exchange rates and stock prices: New evidence from the OECD countries," Journal of Economic Studies, Emerald Group Publishing, vol. 39(2), pages 231-259, May.
    2. Yau, Hwey-Yun & Nieh, Chien-Chung, 2009. "Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan," Japan and the World Economy, Elsevier, vol. 21(3), pages 292-300, August.
    3. Guangxi Cao, 2012. "Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(0), pages 230-248, July.
    4. Manish Kumar, 2009. "A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates," Economics Bulletin, AccessEcon, vol. 29(4), pages 2884-2895.
    5. repec:prg:jnlpep:v:2013:y:2013:i:4:id:434:p:450-469 is not listed on IDEAS
    6. Anita Radman Peša & Mejra Festić, 2012. "Testing the “EU Announcement Effect” on Stock Market Indices and Macroeconomic Variables in Croatia Between 2000 and 2010," Prague Economic Papers, University of Economics, Prague, vol. 2012(4), pages 450-469.

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