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Keywords: Return differentials
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Journal Articles
Studies in Economics and Finance (2012) 29 (2): 105–117.
Published: 01 June 2012
... countries, equity return differentials explain up to 30 per cent of the variance in exchange rates. In addition, it is reported that the negative correlations between equity returns and exchange rates become more pronounced after 1990 for countries with higher market capitalisation relative to GDP, which...

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