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Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries

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Author Info
Naeem Muhammad (Department of Economics and Finance, Institute of Business Administration, Karachi University Campus, Karachi.)
Abdul Rasheed (Applied Economics Research Centre, Karachi University, Karachi.)

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Abstract

The issue of whether stock prices and exchange rates are related or not has received considerable attention after the East Asian crisis. During the crisis the countries affected saw turmoil in both currency and stock markets. If stock prices and exchange rates are related and the causation runs from exchange rates to stock prices, then the crisis in the stock markets can be prevented by controlling the exchange rates. Moreover, developing countries can exploit such a link to attract/stimulate foreign portfolio investment in their own countries. Similarly, if the causation runs from stock prices to exchange rates then authorities can focus on domestic economic policies to stabilise the stock market. If the two markets/prices are related then investors can use this information to predict the behaviour of one market using the information on other market.1 Most of the empirical literature that has examined the stock prices-exchange rate relationship has focused on examining this relationship for the developed countries with very little attention on the developing countries. The results of these studies are, however, inconclusive. Some studies have found a significant positive relationship between stock prices and exchange rates [for instance Smith (1992); Solnik (1987) and Aggarwal (1981)] while others have reported a significant negative relationship between the two [e.g., Soenen and Hennigar (1998)]. On the other hand, there are some studies that have found very weak or no association between stock prices and exchange rates [for instance, Franck and Young (1972); Bartov and Bodnor (1994)]. On the issue of causation, the evidence is also mixed. Some studies [for instance, Abdalla and Murinde (1997)] have found causation runs from exchange rates to stock prices while other reported a reverse causation [e.g., Ajayi and

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Article provided by Pakistan Institute of Development Economics in its journal The Pakistan Development Review.

Volume (Year): 41 (2002)
Issue (Month): 4 ()
Pages: 535-550
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:pid:journl:v:41:y:2002:i:4:p:535-550

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  1. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November. [Downloadable!] (restricted)
  3. Granger, C. W. J., 1988. "Some recent development in a concept of causality," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 199-211. [Downloadable!] (restricted)
  4. Ong, Li Lian & Izan, H Y, 1999. "Stocks and Currencies: Are They Related?," Applied Financial Economics, Taylor and Francis Journals, vol. 9(5), pages 523-32, October. [Downloadable!] (restricted)
  5. Bahmani-Oskooee, Mohsen & Sohrabian, Ahmad, 1992. "Stock Prices and the Effective Exchange Rate of the Dollar," Applied Economics, Taylor and Francis Journals, vol. 24(4), pages 459-64, April.
  6. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
  7. Ajayi, Richard A & Mougoue, Mbodja, 1996. "On the Dynamic Relation between Stock Prices and Exchange Rates," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 19(2), pages 193-207, Summer.
  8. Smith, C. E., 1992. "Stock markets and the exchange rate: A multi-country approach," Journal of Macroeconomics, Elsevier, vol. 14(4), pages 607-629. [Downloadable!] (restricted)
  9. Clive Granger & Bwo-Nung Huang & Chin Yang, 1998. "A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu," University of California at San Diego, Economics Working Paper Series 1998-09, Department of Economics, UC San Diego. [Downloadable!]
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  10. Solnik, Bruno, 1987. " Using Financial Prices to Test Exchange Rate Models: A Note," Journal of Finance, American Finance Association, vol. 42(1), pages 141-49, March. [Downloadable!] (restricted)
  11. Cheung, Yin-Wong & Lai, Kon S, 1993. "Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 313-28, August.
  12. Smith, C E, 1992. "Equities and the UK Exchange Rate," Applied Economics, Taylor and Francis Journals, vol. 24(3), pages 327-35, March.
  13. Johansen, Soren, 1992. "Determination of Cointegration Rank in the Presence of a Linear Trend," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 383-97, August.
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