Exchange rate determination and equity prices: Evidence from the UK
Tài liệu tham khảo
Boyle, 1990, Money demand and the stock market in a general equilibrium model with variable velocity, Journal of Political Economy, 98, 1039, 10.1086/261718
Cagan, 1956, The monetary dynamics of hyperinflation
Caruso, 2006, Stock market fluctuations and money demand in Italy, 1913–2003, Economic Notes, 35, 1, 10.1111/j.0391-5026.2006.00157.x
Cassola, 2004, Monetary policy and the stock market in the euro area, Journal of Policy Modeling, 26, 387, 10.1016/j.jpolmod.2004.03.012
Crespo-Cuaresma, 2005, The monetary approach to the exchange rates in the CEECS, Economics of Transition, 13, 395, 10.1111/j.1468-0351.2005.00213.x
Cushman, 2000, The failure of the monetary exchange rate model for the Canadian–US dollar, Canadian Journal of Economics, 33, 591, 10.1111/0008-4085.00031
Engle, 1987, Cointegration and error correction: representation, estimation and testing, Econometrica, 55, 251, 10.2307/1913236
Friedman, 1988, Money and the stock market, Journal of Political Economy, 96, 221, 10.1086/261534
Granger, 2000, A bivariate causality between stock prices and exchange rate: evidence from recent Asian flu, Quarterly Review of Economics and Finance, 40, 337, 10.1016/S1062-9769(00)00042-9
Hendry, 1983, The econometric analysis of economic time series, International Statistical Review, 51, 111, 10.2307/1402738
Hsing, 2007, Roles of the stock price and exchange rates in Slovakia's money demand function and policy implications, Transition Studies Review, 14, 274, 10.1007/s11300-007-0146-z
Johansen, 1988, Statistical analysis in cointegrated vectors, Journal of Economic Dynamics and Control, 12, 231, 10.1016/0165-1889(88)90041-3
Johansen, 1991, Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models, Econometrica, 52, 389, 10.1016/0304-4076(92)90019-N
Johansen, 1995, Likelihood-based inference in cointegrated vector autoregressive models, 10.1093/0198774508.001.0001
Johansen, 1994, Identification of the long-run and short-run structure: an application to the ISLM model, Journal of Econometrics, 63, 7, 10.1016/0304-4076(93)01559-5
Juselius, 2006
Kia, 2006, Deficits, debt financing, monetary policy and inflation in developing countries: internal or external factors? Evidence from Iran, Journal of Asian Economics, 17, 879, 10.1016/j.asieco.2006.08.011
Morley, 2002, Exchange rates and stock prices: implications for European convergence, Journal of Policy Modeling, 24, 523, 10.1016/S0161-8938(02)00126-6
Morley, 2007, The monetary model of the exchange rate and equities: an ARDL bound testing approach, Applied Financial Economics, 17, 391, 10.1080/09603100500426457
Morley, 2009, A comparison of two alternative approaches to exchange rate determination over the long-run, International Econometric Review, 1, 63
Sim, 2008, The monetary exchange rate model and stock prices: using the bounds testing approach, Journal of Korea Trade, 20, 1
Smith, 1992, Stock markets and exchange rate: a multi-country approach, Journal of Macroeconomics, 4, 607, 10.1016/0164-0704(92)90003-Q
Tawadros, 2001, The predictive power of the monetary model of exchange rate determination, Applied Financial Economics, 11, 279, 10.1080/096031001300138672
Walsh, 2003
Wilson, 2009, The monetary approach to the exchange rates: a brief overview and empirical investigation of debt, deficit, and debt management: evidence from the United States, The Journal of Business Inquiry, 8, 83