Revisiting the dynamic relationship between exchange rates and stock prices in BRICS countries: a wavelet analysis

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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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Bibliographic Details
Main Authors:	Dahir, Ahmed Mohamed, Mahat, Fauziah, Ab Razak, Nazrul Hisyam, Amin Noordin, Bany Ariffin
Format:	Article
Language:	English
Published:	Borsa Istanbul Anonim Sirketi 2018
Online Access:	http://psasir.upm.edu.my/id/eprint/15066/ 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

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