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The relationship between agricultural commodity prices, crude oil prices and US dollar exchange rates : a panel VAR approach and causality analysis

Rezitis, Anthony N. - In: International review of applied economics 29 (2015) 3, pp. 403-434

Persistent link: https://www.econbiz.de/10010533004

Dynamic heterogeneous panel analysis of the correlation between stock prices and exchange rates

Lee, Yuan-Ming; Wang, Kuan Min - In: Economic research 28 (2015) 1, pp. 749-772

Persistent link: https://www.econbiz.de/10012220934

Linkages between Thai stock and foreign exchange markets under the floating regime

Jiranyakul, Komain - In: Journal of financial economic policy 4 (2012) 4, pp. 305-319

Persistent link: https://www.econbiz.de/10009674900

Exchange rate and oil price interactions in selected CEE countries

Drachal, Krzysztof - In: Economies : open access journal 6 (2018) 2, pp. 1-21

This paper reports a study on the causal dynamics between spot oil price, exchange rates, and stock prices in Poland, the Czech Republic, Hungary, Romania, and Serbia. The results are compared with a benchmark analysis in which U.S. monthly data are used, and time periods are selected according...

Persistent link: https://www.econbiz.de/10011854772

The relations between exchange rates and stock indexes for Brazil

Chen, Jeng-Hong - In: The international journal of business and finance … 14 (2020) 1, pp. 57-69

Persistent link: https://www.econbiz.de/10012163338

Relationship between stock markets and foreign exchange rates in India : an empirical analysis

Aparna, A. - In: The empirical economics letters : a monthly … 17 (2018) 1, pp. 59-65

Persistent link: https://www.econbiz.de/10011910818

Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain

Warshaw, Evan - In: International review of economics & finance : IREF 68 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012486281

The Relationship between Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates : A Panel VAR Approach and Causality Analysis

Rezitis, Anthony N. - 2014

international agricultural prices and five international fertilizer prices in a panel framework. The study uses panel VAR methods … and Granger causality tests on panel data sets of agricultural commodity prices (as well as specific agricultural … present study supports bidirectional panel causality effects between crude oil prices and international agricultural prices as …

Persistent link: https://www.econbiz.de/10013040187

Do macroeconomic factors matter for stock prices in emerging countries? : evidence from panel cointegration and panel causality

Mohapatra, Sonali Madhusmita; Rath, Badri Narayan - In: International journal of sustainable economy 7 (2015) 2, pp. 140-154

Persistent link: https://www.econbiz.de/10011347394

Global financial crisis in effecting asymmetrical co-integration between exchange rate and stock indexes of South Asian region : application of panel data NARDL and ARDL modelling...

Sheikh, Umaid A.; Tabash, Mosab I.; Asad, Muzaffar - In: Cogent business & management 7 (2020) 1, pp. 1-24

employing a Non-linear Panel autoregressive distributive lag model along with a Panel Asymmetric granger casualty test. For the … Panel-NARDL model, the Pre-crisis regime comprises of 289 observations from 1st January 2000 to 1st January 2008, the post … estimating Pesaran's 2004 CD test. Findings indicated that the linear panel-based ARDL model failed to establish long …

Persistent link: https://www.econbiz.de/10012654650