Alagidede, Paul; Panagiotidis, Theodore; Zhang, Xu - In: The Journal of International Trade & Economic Development 20 (2011) 1, pp. 67-86
test are carried out and causality from exchange rates to stock prices is found for Canada, Switzerland, and UK; weak …-linear causality and the results indicate causality from stock prices to exchange rates in Japan and weak causality of the reverse …