4Aggarwal R. Exchange Rates and Stock Prices: A Study of the US Capital Markets under Flooring Exchange Rates[J]. Akron Business and Economic Review, 1981, (Fall):7-12. 被引量:1
5Smith C. Stock Markets and the Exchange Rate-a Multicountry Approach[J]. Journal of Macroeconomics,1992, (14):607-629. 被引量:1
6Soenen L A, Hennigar E S. An Analysis of Exchange Rates and Stock Prices- The Us Experience between 1980 and 1986[J]. Akron Business and Economic Review, 1988, (Winter):7-16. 被引量:1
7Abdalla I S, Murinde V. Exchange Rate and Stock Price Interaction in Emerging,Financial Markets[J]. Applied Financial Economics, 1997:25-35. 被引量:1
8Granger C W J, Bwo- Nung Huang, Chin-Wei Yang. A Bivariate Causality Between Stock Prices and Exchange Rates:Evidence from Recent Asian Flu[J]. The Quarterly Review of Economics and Finance,2000,(40):337-354. 被引量:1
9Laopodis N T. Asymmetric Volatility Spillovers in Deutsche Mark Exchange Rates [J] . Journal of Multinational Financial Management, 1998, (8):413-430. 被引量:1
10Pesaran M H, Shin Y. Long Run Structural Modelling[J/OL]. 1996.[2008-1-10]. http:// www. econ .cam.ac.uk/ faculty/pesaran/. 被引量:1