Stock prices and exchange rate dynamics in selected African countries: a bivariate analysis

Purpose - The paper aims to investigate the relationship between stock prices and exchange rate movement in seven African countries.Design methodology approach - It uses vector autoregressive (VAR) cointegration and impulse response analysis to determine the long- and short-run linkages between stoc...

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Bibliographic details
Volume:	2
Main Author:	Adjasi, Charles K.D Biekpe, Nicholas B Osei, Kofi A
Format:	Journal Article
Language:	English
Place of publication:	Emerald Group Publishing Limited 20.09.2011
published in:	African journal of economic and management studies Vol. 2; no. 2; pp. 143 - 164
Data of publication:	20110920
ISSN:	2040-0705 2040-0713
EISSN:	2040-0713
Discipline:	Economics
Subjects:	Stock prices Response Africa Long-run Causality Exchange rate Tunisia Shocks
Online Access:	Fulltext
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