Granger Causality Between Exchange Rate and Stock Price: A Toda Yamamoto Approach
This research article attempts to examine the relationship between exchange rate and stock price using quarterly data of Iran on nominal exchange rate, stock price index, liquidity and consumer price index covering the period of 1994:02 to 2010:01. It also investigates the long-run relationship bet...
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| Format: | Article |
| Language: | English |
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EconJournals
2017-08-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | http://mail.econjournals.com/index.php/ijefi/article/view/5131 |