|
〔1〕Dornbusch,R.,Fischer,S.,“Exchange Rates and the Current Account,”American Economic Review,no.5( 1980),pp.960-971.〔2〕Gavin,M.,“The Stock Market and Exchange Rate Dynamics,”Journal of International Money and Finance,no.2(1989),pp.181-200.〔3〕Ross,Stephen A.,“The Arbitrage Theory of Capital Asset Pricing,”Journal of Economic,vol.13,(1976),pp.341-360.〔4〕Soenen,L.A.,Hennigar,E.S.,“An Analysis of Exchange Rates and Stock Pricesk-the U.S.,Experience between 1980 and 1986,”Akron Business and Economics Review,vol.19,no.2(1998),pp.7-16.〔5〕Ajayi R.A.,M.Mougoue,“On the Dynamic Relation between Stock Price and Exchange Rates,”Journal of Financial Research,vol.19,no.2(1996),pp.193-207.〔6〕Tabak,Benjamin M.,“The Dynamic Relationship between Stock Prices and Exchange Rates:Evidence for Brazil,”International Journal of Theoretical and Applied Finance,vol.9,no.8(2006),pp.1377-1396.〔7〕Eichler,Stefan,“Exchange Rate Expectations and the Pricing of Chinese Cross-listed Stocks,”Journal of Banking and Finance,vol.35,no.2( 2011),pp.443-455.〔8〕倪克勤、倪庆东:《国际股票市场、汇率冲击对我国股票价格影响的实证研究》,《金融理论与实践》2008年第9期。〔9〕张兵、封思贤、李心丹、汪慧建:《汇率与股价变动关系:基于汇改后数据的实证研究》,《经济研究》2008年第9期。〔10〕巴曙松、严敏:《股票价格与汇率之间的动态关系——基于中国市场的经验分析》,《南开经济研究》2009年第3期。〔11〕肖卫国、袁威:《股票市场、人民币汇率与中国货币需求》,《金融研究》2011年第4期。
|