{"id":"https://openalex.org/W2596493957","doi":"https://doi.org/10.1007/s12197-017-9388-8","title":"On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis","display_name":"On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis","publication_year":2017,"publication_date":"2017-03-13","ids":{"openalex":"https://openalex.org/W2596493957","doi":"https://doi.org/10.1007/s12197-017-9388-8","mag":"2596493957"},"language":"en","primary_location":{"id":"doi:10.1007/s12197-017-9388-8","doi":"https://doi.org/10.1007/s12197-017-9388-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12197-017-9388-8","pdf_url":null,"source":{"id":"https://openalex.org/S171491724","display_name":"Journal of Economics and Finance","issn_l":"1055-0925","issn":["1055-0925","1938-9744"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5015838945","display_name":"Mohsen Bahmani\u2010\u00d3skooee","orcid":"https://orcid.org/0000-0002-8242-7715","observed_orcids":["https://orcid.org/0000-0002-8242-7715"]},"institutions":[{"id":"https://openalex.org/I43579087","display_name":"University of Wisconsin\u2013Milwaukee","ror":"https://ror.org/031q21x57","country_code":"US","type":"education","lineage":["https://openalex.org/I43579087"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Mohsen Bahmani-Oskooee","raw_affiliation_strings":["The Center for Research on International Economics and Department of Economics, The University of Wisconsin-Milwaukee, Milwaukee, WI, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The Center for Research on International Economics and Department of Economics, The University of Wisconsin-Milwaukee, Milwaukee, WI, USA","institution_ids":["https://openalex.org/I43579087"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5038751649","display_name":"Sujata Saha","orcid":"https://orcid.org/0000-0002-2839-5601","observed_orcids":["https://orcid.org/0000-0002-2839-5601"]},"institutions":[{"id":"https://openalex.org/I43579087","display_name":"University of Wisconsin\u2013Milwaukee","ror":"https://ror.org/031q21x57","country_code":"US","type":"education","lineage":["https://openalex.org/I43579087"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Sujata Saha","raw_affiliation_strings":["The Center for Research on International Economics and Department of Economics, The University of Wisconsin-Milwaukee, Milwaukee, WI, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The Center for Research on International Economics and Department of Economics, The University of Wisconsin-Milwaukee, Milwaukee, WI, USA","institution_ids":["https://openalex.org/I43579087"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5015838945"],"corresponding_institution_ids":["https://openalex.org/I43579087"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":9.3525,"has_fulltext":false,"cited_by_count":57,"citation_normalized_percentile":{"value":0.97557029,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"42","issue":"1","first_page":"112","last_page":"137"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.482699990272522,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.482699990272522,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.26589998602867126,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.19349999725818634,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rates","display_name":"exchange rates","score":0.984000027179718},{"id":"https://openalex.org/keywords/stock-prices","display_name":"stock prices","score":1.0},{"id":"https://openalex.org/keywords/asymmetric-effects","display_name":"asymmetric effects","score":0.7089999914169312},{"id":"https://openalex.org/keywords/nonlinear-ardl","display_name":"nonlinear ARDL","score":0.7710000276565552},{"id":"https://openalex.org/keywords/asymmetric-cointegration","display_name":"asymmetric cointegration","score":0.9729999899864197},{"id":"https://openalex.org/keywords/long-run-relationship","display_name":"long-run relationship","score":0.7390000224113464},{"id":"https://openalex.org/keywords/short-run-relationship","display_name":"short-run relationship","score":0.6190000176429749}],"concepts":[{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.8994925618171692},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7611029744148254},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6915099620819092},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.6587668061256409},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6113205552101135},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.5326860547065735},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.4126214385032654},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3266831040382385},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.2851135730743408},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.2386394441127777},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.052888184785842896},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s12197-017-9388-8","doi":"https://doi.org/10.1007/s12197-017-9388-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12197-017-9388-8","pdf_url":null,"source":{"id":"https://openalex.org/S171491724","display_name":"Journal of Economics and Finance","issn_l":"1055-0925","issn":["1055-0925","1938-9744"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economics and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9388-8","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s12197-017-9388-8","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":47,"referenced_works":["https://openalex.org/W99333231","https://openalex.org/W128489723","https://openalex.org/W241125112","https://openalex.org/W303658790","https://openalex.org/W1544181801","https://openalex.org/W1552763515","https://openalex.org/W1604125109","https://openalex.org/W1905519427","https://openalex.org/W1939526929","https://openalex.org/W1966910378","https://openalex.org/W1967512133","https://openalex.org/W1971358809","https://openalex.org/W1972993244","https://openalex.org/W1985362770","https://openalex.org/W1986831338","https://openalex.org/W1990929956","https://openalex.org/W1994045802","https://openalex.org/W2000818357","https://openalex.org/W2001167672","https://openalex.org/W2045994462","https://openalex.org/W2055004047","https://openalex.org/W2062843205","https://openalex.org/W2067549249","https://openalex.org/W2067623317","https://openalex.org/W2072448083","https://openalex.org/W2077449739","https://openalex.org/W2085863901","https://openalex.org/W2097459257","https://openalex.org/W2105092799","https://openalex.org/W2110603299","https://openalex.org/W2116647013","https://openalex.org/W2127088057","https://openalex.org/W2134990902","https://openalex.org/W2135777075","https://openalex.org/W2142762164","https://openalex.org/W2155861780","https://openalex.org/W2165223511","https://openalex.org/W2167025015","https://openalex.org/W2173487322","https://openalex.org/W2424927991","https://openalex.org/W2619696185","https://openalex.org/W3022847352","https://openalex.org/W3123675820","https://openalex.org/W3123951588","https://openalex.org/W4234339086","https://openalex.org/W4285719527","https://openalex.org/W7128616485"],"related_works":["https://openalex.org/W7110916394","https://openalex.org/W2424927991","https://openalex.org/W3124473751","https://openalex.org/W7198179308","https://openalex.org/W2599350298","https://openalex.org/W4417527692","https://openalex.org/W3198880478","https://openalex.org/W3114260461","https://openalex.org/W7113201120","https://openalex.org/W3009829210"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":7},{"year":2023,"cited_by_count":14},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":8},{"year":2020,"cited_by_count":10},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":3}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2017-03-23T00:00:00"}
