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 …

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 examines regional and global co-movement of Africa's stock markets using the
three-dimensional continuous Morlet wavelet transform methodology. The analyses which …

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 …

We study the cross-quantile dependence of renewable energy (RE) stock returns on
aggregate stock returns, changes in oil and gold prices, and exchange rates. Applying a …

The literature on the relation between stock prices and exchange rates is very poor and
includes few studies that have argued that exchange rate changes do effect stock prices. By …

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 …

The main financial markets in the Iranian Economy include the stock exchange, foreign
exchange, oil, and gold markets. The sharp fluctuations in these markets, especially those …

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 …

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 …