Dynamic Relations between Stock Price and Exchange Rate: Evidence from South Asia
Our study strives to explore the dynamic association between stock price and foreign exchange rate by taking daily data for a period of January 1, 2009 to June 30, 2015. We employ Bivariate Vector Auto regression (VAR) Model as well as Vector Error Correction Model (VECM) to discover the short run a...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2017-09-01
|
| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/4554 |