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The relationship between stock prices and exchange rates in Asian markets : a wavelet based correlation and quantile regression approach

Dar, Arif Billah; Shah, Aasif; Bhanja, Niyati; … - In: South Asian journal of global business research : … 3 (2014) 2, pp. 209-224

Persistent link: https://www.econbiz.de/10010405645

Stock market integration in Asian countries : evidence from wavelet multiple correlations

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - In: Journal of economic integration 28 (2013) 3, pp. 441-456

Persistent link: https://www.econbiz.de/10010126698

Is China a safe haven for Asian Tigers?

Dar, Arif Billah; Bhanja, Niyati - In: Economic change and restructuring : empirical and … 51 (2018) 2, pp. 113-133

Persistent link: https://www.econbiz.de/10011980151

The Relationship between Stock Price Index and Exchange Rate in Asian Markets : A Wavelet Based Correlation and Quantile Regression Approach

Dar, Arif Billah - 2013

We use data set of five Asian countries to estimate the frequency and quantile based relationship between stock price index and exchange rate. We apply simple correlation and wavelet based correlation and in accordance with the portfolio balance effect, we find that the two variables are...

Persistent link: https://www.econbiz.de/10013082971