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Exchange Rate Movements And Stock Prices: A Review Of Empirical Literature

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  • Amir Rehman

    (University of Kashmir, India)

  • Khalid Ashraf Chisti

    (University of Kashmir, India)

Abstract

Exchange rate and stock prices has grabbed the attention of researchers and had been a subject of empirical research for some decades now especially in the wake of events like Asian financial crisis and global recession. Exchange rates are said to effect stock prices, while a few argue that stock prices in turn effect exchange rates, this disagreement among the researchers has left the question open for research. This article attempts to review the existing empirical literature available on the subject and separating it into two (1) studies based on causality and Cointegration (2) studies based on volatility spillover. This article also tries to offer brief summary of each study for convenient understanding of researchers. Lastly, new direction for future research has been provided.

Suggested Citation

  • Amir Rehman & Khalid Ashraf Chisti, 2020. "Exchange Rate Movements And Stock Prices: A Review Of Empirical Literature," The USV Annals of Economics and Public Administration, Stefan cel Mare University of Suceava, Romania, Faculty of Economics and Public Administration, vol. 20(1(31)), pages 162-173, June.
    • Handle: RePEc:scm:usvaep:v:20:y:2020:i:1(31):p:162-173
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