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https://doi.org/10.2139/ssrn.4649067
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach
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Cross-border equity flows and information transmission: Evidence from Chinese stock markets
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Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets
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The role of investor sentiment in the long-term correlation between U.S. stock and bond markets
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Flight-to-Quality and Correlation between Currency and Stock Returns
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Downside and upside risk spillovers between exchange rates and stock prices
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Money supply, opinion dispersion, and stock prices
inferredcites →https://doi.org/10.1016/j.jempfin.2014.03.009openalex-extracted
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets
inferredcites →https://doi.org/10.1016/j.jempfin.2016.04.002openalex-extracted
Macro-economic determinants of European stock and government bond correlations: A tale of two regions
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How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons
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How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
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International capital flow in a period of high inflation: The case of China
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Hedging effectiveness under conditions of asymmetry
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Measuring Economic Policy Uncertainty*
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Modeling Asymmetric Comovements of Asset Returns
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Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China
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Stock Market Volatility and Macroeconomic Fundamentals
inferredcites →https://doi.org/10.2139/ssrn.996073openalex-extracted
Hedging Effectiveness Under Conditions of Asymmetry
inferredcites →https://doi.org/10.2307/2331164openalex-extracted
Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
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