Purpose The purpose of this paper is to examine, in a global perspective, the oil, gold, US
dollar and stock prices interdependencies and to identify instantaneously direct and indirect …

Over the past few decades, determining the effects of macroeconomic variables on stock
prices and investment decisions has preoccupied the minds of economists. In the literature …

Empirical findings focusing on the relationship between capital markets and macroeconomic
variables are used as data sources in determining policies for the development of the …

This study examines the nature of the linkages between stock market prices and exchange
rates in six advanced economies, namely the US, the UK, Canada, Japan, the euro area …

Purpose–The purpose of this paper is to analyze the nature of returns and volatility
spillovers between exchange rates and stock price in the IBSA nations (India, Brazil, South …

This study reviews the literature on volatility transmission in order to determine what we
have learnt about the different methodologies applied. In particular, GARCH, regime …

This paper empirically investigates the exchange rate effects of the New Taiwan dollar
against the Japanese Yen (NTD/JPY) on stock prices in Japan and Taiwan from January …

Since the Asian Financial Crisis in 1997, the relationship between stock prices and
exchange rates has received considerable amount of attention from the economists …

Using the TYDL causality test, this paper attempts (i) to investigate the existence of shift
contagion among a large spectrum of financial markets during recent stress and stress-free …

This paper investigates the degree and structure of interdependence between emerging
(Asian and Latin American) and developed (USA and Japan) stock markets through the …