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Stock Prices and the Monetary Model of Exchange Rate: An Empirical Investigation

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  • Simon J. Broome

    () (Economics, National University of Ireland, Maynooth)

  • Morley, B.

    (University of Bath)

Abstract

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Suggested Citation

  • Simon J. Broome & Morley, B., 2003. "Stock Prices and the Monetary Model of Exchange Rate: An Empirical Investigation," Economics, Finance and Accounting Department Working Paper Series n1321103.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  • Handle: RePEc:may:mayecw:n1321103.pdf
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    File URL: http://repec.maynoothuniversity.ie/mayecw-files/N1321103.pdf
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    References listed on IDEAS

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    1. Boyle, Glenn W, 1990. "Money Demand and the Stock Market in a General Equilibrium Model with Variable Velocity," Journal of Political Economy, University of Chicago Press, vol. 98(5), pages 1039-1053, October.
    2. Granger, C. W. J., 1988. "Some recent development in a concept of causality," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 199-211.
    3. Smith, C. E., 1992. "Stock markets and the exchange rate: A multi-country approach," Journal of Macroeconomics, Elsevier, vol. 14(4), pages 607-629.
    4. Chrystal, K. Alec & MacDonald, Ronald, 1995. "Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 493-513, August.
    5. Pesaran, M. Hashem & Shin, Yongcheol, 1996. "Cointegration and speed of convergence to equilibrium," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 117-143.
    6. Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233.
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    Cited by:

    1. Lee, Chin & Law, Chee-Hong, 2013. "The Effects of Trade Openness on Malaysian Exchange Rate," MPRA Paper 45185, University Library of Munich, Germany.
    2. Balazs Egert, 2012. "Nominal and Real Exchange Rate Models in South Africa: How Robust are they?," CESifo Working Paper Series 3853, CESifo Group Munich.

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