The DOI matches its Crossref record; 23 of the 23 references it cites were found in a registry or an index.
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆
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Citations
Cites
Co-integration and error correction: representation, estimation and testing
Engle, R. F., & Granger, C. W. J. (1987) · Econometrica · doi:10.2307/1913236 · Cited by 32,007
Self-citationDistribution of the Estimators for Autoregressive Time Series with a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.1080/01621459.1979.10482531 · Cited by 23,211
Investigating causal relations by econometric models and cross-spectral methods
Granger, C. W. J. (1969) · Econometrica · doi:10.2307/1912791 · Cited by 22,989
Self-citationBreitung, J., & Hamilton, J. D. (1995) · Contemporary Sociology · doi:10.2307/2076916 · Cited by 10,966
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.2307/2286348 · Cited by 9,106
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Perron, P. (1989) · Econometrica · doi:10.2307/1913712 · Cited by 7,732
Estimating and Testing Linear Models with Multiple Structural Changes
Bai, J., & Perron, P. (1998) · Econometrica · doi:10.2307/2998540 · Cited by 6,112
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Zivot, E., & Andrews, D. W. K. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102753410372 · Cited by 5,737
Trends and random walks in macroeconmic time series
Nelson, C. R., & Plosser, C. R. (1982) · Journal of Monetary Economics · doi:10.1016/0304-3932(82)90012-5 · Cited by 4,665
Residual-based tests for cointegration in models with regime shifts
Gregory, A. W., & Hansen, B. E. (1996) · Journal of Econometrics · doi:10.1016/0304-4076(69)41685-7 · Cited by 2,518
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Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies
Kim, Y. B., Kim, J. G., Kim, W., Im, J. H., Kim, T. H., Kang, S. J., & Kim, C. H. (2016) · PLOS ONE · doi:10.1371/journal.pone.0161197 · Cited by 286
Dynamic relationship between exchange rate and stock price: Evidence from China
Zhao, H. (2010) · Research in International Business and Finance · doi:10.1016/j.ribaf.2009.09.001 · Cited by 260
Do Stop, Question, and Frisk Practices Deter Crime?: Evidence at Microunits of Space and Time
Weisburd, D., Wooditch, A., Weisburd, S., & Yang, S. (2016) · Criminology & Public Policy · doi:10.1111/1745-9133.12172 · Cited by 114
Metadata
- Authors
- Granger, C. W. J., Huangb, B.-N., & Yang, C.-W.
- Venue
- The Quarterly Review of Economics and Finance
- Publisher
- Elsevier BV
- Published
- 2000-09
- Volume
- 40
- Issue
- 3
- Pages
- 337-354
- ISSN
- 1062-9769 (ISSN-L)
- OpenAlex
- W2062843205
- Cited by
- 784
- References
- 23
- FWCI
- 22.92
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆. https://app.cochat.ai/papers/10.1016/s1062-9769(00)00042-9
- The paper
- Granger, C. W. J., Huangb, B.-N., & Yang, C.-W. (2000). A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆. The Quarterly Review of Economics and Finance. https://doi.org/10.1016/s1062-9769(00)00042-9
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
