IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

Interactions between the Exchange Rates and the Differential of the Stock Returns between Romania and US during the Global Crisis

  • Razvan STEFANESCU

    ()

    (Dunarea de Jos University of Galati, Romania)

  • Ramona DUMITRIU

    ()

    (Dunarea de Jos University of Galati, Romania)

The relation between the foreign exchange markets and the stock markets is still a controversial subject in the specialized literature. Recent studies revealed the changes that occur in this relation during the financial crisis. In this paper we approach the interactions between the exchange rates and the differentials of the stock returns between Romania and the US in the period of the global crisis. We find some significant differences in this relations during the main stages of the crisis.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.ann.ugal.ro/eco/Doc2011_2/StefanescuDumitriu.pdf
Download Restriction: no

Article provided by "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration in its journal Economics and Applied Informatics.

Volume (Year): (2011)
Issue (Month): 2 ()
Pages: 61-66

as
in new window

Handle: RePEc:ddj:fseeai:y:2011:i:2:p:61-66
Contact details of provider: Postal: No. 59-61, Nicolae Balcescu Street, Postal Code 800008, Galati
Phone: (0040) 336.130.242
Fax: (0040) 336.130.242
Web page: http://www.feaa.ugal.roEmail:


More information through EDIRC

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

as in new window
  1. Wasserfallen, Walter, 1990. "Expected and unexpected changes in nominal and real variables--evidence from the capital markets," Journal of International Money and Finance, Elsevier, vol. 9(1), pages 92-107, March.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:ddj:fseeai:y:2011:i:2:p:61-66. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Gianina Mihai)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.