Revisiting the dynamic relationship between exchange rates and stock prices in BRICS countries: a wavelet analysis
Based on a wavelet analysis, this study investigates the dynamic links between exchange rates and stock returns in Brazil, Russia, India, China, and South Africa (BRICS). The results reveal that relationships between exchange rates and stock returns are positive in the medium and long term, indicati...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Borsa Istanbul Anonim Sirketi
2018
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| Online Access: | http://psasir.upm.edu.my/id/eprint/15066/1/Revisiting%20the%20dynamic%20relationship%20between%20exchange%20rates%20and%20stock%20prices%20in%20BRICS%20countries%20a%20wavelet%20analysis.pdf http://psasir.upm.edu.my/id/eprint/15066/ https://www.sciencedirect.com/science/article/pii/S2214845017301205#! |
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http://psasir.upm.edu.my/id/eprint/15066/1/Revisiting%20the%20dynamic%20relationship%20between%20exchange%20rates%20and%20stock%20prices%20in%20BRICS%20countries%20a%20wavelet%20analysis.pdfhttp://psasir.upm.edu.my/id/eprint/15066/
https://www.sciencedirect.com/science/article/pii/S2214845017301205#!