Purpose This paper aims to identify various macroeconomic variables that affect the stock
market performance of developed and emerging economies. It also investigates the effect of …

Purpose While changes in stock prices are said to affect exchange rates, exchange rate
changes are also said to affect stock prices. The purpose of this paper is threefold. First, the …

In today's society, investment wealth management has become a mainstream of the
contemporary era. Investment wealth management refers to the use of funds by investors to …

Feature extraction from financial data is one of the most important problems in market
prediction domain for which many approaches have been suggested. Among other modern …

This paper applies recently developed unit root and cointegration models to determine the
appropriate Granger relations between stock prices and exchange rates using recent Asian …

Interactions are investigated between exchange rates and stock prices in the emerging
financial markets of India, Korea, Pakistan and the Philippines. The motivation is to establish …

There are two major findings from our time-series estimations. First, we find that there is no
long-run significant relationship between stock prices and exchange rates in the G-7 …

This paper uses the data of six Asian countries to estimate the relationship between stock
price index and exchange rate. According to the portfolio balance effect, these two variables …

The paper empirically analyzes the dynamic relationship between Renminbi (RMB) real
effective exchange rate and stock price with VAR and multivariate generalized …

In this paper we employ a Markov-Switching EGARCH model to investigate the dynamic
linkage between stock price volatility and exchange rate changes for four emerging …