Causalities between Stock and Foreign Exchange Markets: Evidence from Selected EU-Member Countries

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F04%3A00000010" target="_blank" >RIV/47813059:19520/04:00000010 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Causalities between Stock and Foreign Exchange Markets: Evidence from Selected EU-Member Countries
Original language description
The paper investigates the nature of the causal relationship between stock prices and nominal bilateral exchange rates in two old EU-member countries and three new EU-member countries. Both the long-run and short-run causalities between these variables are explored using daily data. The results show much stronger causality in the old EU-member countries than in the newcomes.
Czech name
Kauzální vztahy mezi akciovými a devizovými trhy: skutečnost ve vybraných členských zemích EU
Czech description
The paper investigates the nature of the causal relationship between stock prices and nominal bilateral exchange rates in two old EU-member countries and three new EU-member countries. Both the long-run and short-run causalities between these variables a

Project
<a href="/en/project/GA402%2F02%2F1408" target="_blank" >GA402/02/1408: Comparing Financial Markets Development in the Czech Republic and EU-Countries</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2004
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Book/collection name
HANISZ, RN., ZNANIECKA, K. (eds.) Finance in Enlarged European Union
ISBN
83-7246-285-2
Number of pages of the result
11
Pages from-to
233-243
Number of pages of the book
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Publisher name
Wydawnictwo Akademii Ekonomicznej
Place of publication
Katowice
UT code for WoS chapter
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