This paper uses the dynamic conditional correlation model and the data from eleven economies are used to examine the inter-temporal interactions between stock return differential relative to the US and real exchange rate in the two financial crises of 1997 and 2008. The theoretical model...

This empirical paper examines the impact of monetary policy of the United States, European Union and Japan on the stock prices of eight Asian Emerging Markets (AEMs) during the different quantitative easing (QE) policies in 2001-2016. Five VAR models are constructed to incorporate different...