Revisit the impact of exchange rate on stock market returns during the pandemic period
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DOI: 10.1016/j.najef.2023.102068
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Cited by:
- Farzaneh Ahmadian-Yazdi & Amin Sokhanvar & Soheil Roudari & Aviral Kumar Tiwari, 2025. "Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-32, December.
- António Afonso & José Alves & Wojciech Grabowski & Sofia Monteiro, 2025.
"Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants,"
Working Papers REM
2025/0366, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & José Alves & Wojciech Grabowski & Sofia Monteiro, 2025. "Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants," CESifo Working Paper Series 11667, CESifo.
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Keywords
Cross-Quantilogram; Stock market returns; Exchange rate; Granger causality test;All these keywords.
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