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- W3139140213 abstract "This paper examines the relationship between stock prices and exchange rates in Mexican and Canadian Markets using weekly data from Jan 2013 to December 2018. Cointegration, Vector Error Correction model, Vector Auto Regression model and Granger causality tests are used to examine the long-term relationship and casual relationship between exchange rates and stock prices. Johansen cointegration tests confirm the insignificant existence of long-run relationships between stock prices and exchange rates in Canadian and Mexican markets. However, the Granger causality test confirms the existence of short-run unidirectional causal relationship from exchange rates to stock prices in the Mexican market" @default.
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- W3139140213 date "2019-01-01" @default.
- W3139140213 modified "2023-09-28" @default.
- W3139140213 title "Exchange Rate And Equity Price Relationship: Empirical Evidence From Mexican And Canadian Markets" @default.
- W3139140213 hasPublicationYear "2019" @default.
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