Bivariate Causality between Exchange Rates and Stock Prices on Major Asian Countries
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- Hong-Ghi Min & Judith A. McDonald & Sang-Ook Shin, 2016. "What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis," Annals of Economics and Finance, Society for AEF, vol. 17(2), pages 365-402, November.
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- Stefanescu, Razvan & Dumitriu, Ramona, 2011. "Linkages between the stock prices and the exchange rates during the global crisis: the case of Romania," MPRA Paper 43350, University Library of Munich, Germany, revised 22 Oct 2011.
More about this item
KeywordsAsian Financial Crisis; 911-Terrorist-Attack; Dynamic Linkages; Cointegration; Bivariate Causality;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-07-17 (All new papers)
- NEP-IFN-2009-07-17 (International Finance)
- NEP-SEA-2009-07-17 (South East Asia)
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