Exchange Rate Movements and International Interdependence of Stock Markets:
This paper investigates linkages between stock markets in seven industrialized countries since 1974. Empirical evidence shows that both nominal and real stock prices (and returns) are strongly positively correlated across countries, and that nominal exchange rate changes do not have systematic effec...
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| Körperschaft: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C
International Monetary Fund
1989
|
| Schriftenreihe: | IMF Working Papers
|
| Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
| Zusammenfassung: | This paper investigates linkages between stock markets in seven industrialized countries since 1974. Empirical evidence shows that both nominal and real stock prices (and returns) are strongly positively correlated across countries, and that nominal exchange rate changes do not have systematic effects on nominal stock prices. A two-country theoretical model is developed and an attempt is made to reconcile the empirical findings with the properties of this model. Independent evidence on the main sources of shocks is used to argue that the time-varying correlation in the data can be reconciled with the predictions of the theory |
| Beschreibung: | 1 Online-Ressource (52 p) |
| ISBN: | 1451974493 9781451974492 |
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| index_date | 2024-07-03T20:13:17Z |
| indexdate | 2024-07-10T09:35:24Z |
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| spelling | International Monetary Fund Verfasser aut Exchange Rate Movements and International Interdependence of Stock Markets Washington, D.C International Monetary Fund 1989 1 Online-Ressource (52 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers This paper investigates linkages between stock markets in seven industrialized countries since 1974. Empirical evidence shows that both nominal and real stock prices (and returns) are strongly positively correlated across countries, and that nominal exchange rate changes do not have systematic effects on nominal stock prices. A two-country theoretical model is developed and an attempt is made to reconcile the empirical findings with the properties of this model. Independent evidence on the main sources of shocks is used to argue that the time-varying correlation in the data can be reconciled with the predictions of the theory Online-Ausg International Monetary Fund Sonstige oth http://elibrary.imf.org/view/IMF001/15844-9781451974492/15844-9781451974492/15844-9781451974492.xml Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Exchange Rate Movements and International Interdependence of Stock Markets |
| title | Exchange Rate Movements and International Interdependence of Stock Markets |
| title_auth | Exchange Rate Movements and International Interdependence of Stock Markets |
| title_exact_search | Exchange Rate Movements and International Interdependence of Stock Markets |
| title_exact_search_txtP | Exchange Rate Movements and International Interdependence of Stock Markets |
| title_full | Exchange Rate Movements and International Interdependence of Stock Markets |
| title_fullStr | Exchange Rate Movements and International Interdependence of Stock Markets |
| title_full_unstemmed | Exchange Rate Movements and International Interdependence of Stock Markets |
| title_short | Exchange Rate Movements and International Interdependence of Stock Markets |
| title_sort | exchange rate movements and international interdependence of stock markets |
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