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International Stock Markets and Fluctuations in Exchange Rates and Other Macroeconomic Variables

Author

Listed:
  • Ibrahimi, Fatemeh

    (University of Southern California)

  • Oxelheim, Lars

    (Research Institute of Industrial Economics (IFN))

  • Wihlborg, Clas

    (Gothenburg School of Economics)

Abstract

No abstract is available for this item.

Suggested Citation

  • Ibrahimi, Fatemeh & Oxelheim, Lars & Wihlborg, Clas, 1989. "International Stock Markets and Fluctuations in Exchange Rates and Other Macroeconomic Variables," Working Paper Series 244, Research Institute of Industrial Economics.
    • Handle: RePEc:hhs:iuiwop:0244
    as

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    File URL: https://www.ifn.se/wfiles/wp/wp244.pdf
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    References listed on IDEAS

    as
    1. Solnik, Bruno, 1983. "The Relation between Stock Prices and Inflationary Expectations: The International Evidence," Journal of Finance, American Finance Association, vol. 38(1), pages 35-48, March.
    2. Glick, Reuven & Kretzmer, Peter & Wihlborg, Clas, 1995. "Real exchange rate effects of monetary disturbances under different degrees of exchange rate flexibility: An empirical analysis," Journal of International Economics, Elsevier, vol. 38(3-4), pages 249-273, May.
    3. Keim, Donald B. & Stambaugh, Robert F., 1986. "Predicting returns in the stock and bond markets," Journal of Financial Economics, Elsevier, vol. 17(2), pages 357-390, December.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Bartram, Söhnke M. & Bodnar, Gordon, 2005. "The Exchange Rate Exposure Puzzle," MPRA Paper 6482, University Library of Munich, Germany.
    2. Oxelheim, Lars & Wihlborg, Clas, 1991. "Accounting for Macroeconomic Influences on the Firm," Working Paper Series 308, Research Institute of Industrial Economics.
    3. Friberg, Richard & Nydahl, Stefan, 1997. "Openness and the exchange rate exposure of national stock markets - a note," SSE/EFI Working Paper Series in Economics and Finance 195, Stockholm School of Economics.

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    More about this item

    Keywords

    Exchange rate fluctuations; expectations; stock market stability; risk management;
    All these keywords.

    JEL classification:

    • D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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