[1] Aggarwal, Raj. "Exchange rates and stock prices: A study of the US capital markets under floating exchange rates." (2003): 7-12.

[2] Alagidede, Paul, Theodore Panagiotidis, and Xu Zhang. "Causal relationship between stock prices and exchange rates." The Journal of International Trade & Economic Development 20, no. 1 (2011): 67-86.

[3] Bahmani-Oskooee, Mohsen, and Sujata Saha. "On the relation between stock prices and exchange rates: a review article." Journal of Economic Studies 42, no. 4 (2015): 707-732.

[4] Bhattacharjee, Animesh, and J. Das. "Do Indian stock prices respond to domestic macroeconomic variables." NMIMS Management Review 38, no. 3 (2020): 55-71.

[5] Dolado, Juan J., and Helmut Lütkepohl. "Making Wald tests work for cointegrated VAR systems." Econometric reviews 15, no. 4 (1996): 369-386.

[6] Dornbusch, Rudiger, and Stanley Fischer. "Exchange rates and the current account." The American economic review 70, no. 5 (1980): 960-971.

[7] Eita, Joel Hinaunye. "Modelling macroeconomic determinants of stock market prices: Evidence from Namibia." Journal of Applied Business Research (JABR) 28, no. 5 (2012): 871-884.

[8] Erdem, Cumhur, Cem Kaan Arslan, and Meziyet Sema Erdem. "Effects of macroeconomic variables on Istanbul stock exchange indexes." Applied Financial Economics 15, no. 14 (2005): 987-994.

[9] Granger, Clive WJ. "Investigating causal relations by econometric models and cross-spectral methods." Econometrica: journal of the Econometric Society (1969): 424-438.

[10] Granger, Clive WJ, Bwo-Nung Huangb, and Chin-Wei Yang. "A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu?." The Quarterly Review of Economics and Finance 40, no. 3 (2000): 337-354.

[11] Groenewold, Nicolaas, and James EH Paterson. "Stock Prices and Exchange Rates in A ustralia: Are Commodity Prices the Missing Link?." Australian Economic Papers 52, no. 3-4 (2013): 159-170.

[12] Johansen, Søren. "Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models." Econometrica: journal of the Econometric Society (1991): 1551-1580.

[13] Khan, Faisal, Saqib Muneer, and Anuar M. Ahmad. "Relationship between stock prices and economic variables: Sectoral analysis." Актуальні проблеми економіки   5 (2013): 544-553.

[14] Lean, Hooi-Hooi, Marwan Halim, and Wing-Keung Wong. Bivariate causality between exchange rates and stock prices on major Asian countries. Monash University, 2005.

[15] Lee, Chia-Hao, Shuh-Chyi Doong, and Pei-I. Chou. "Dynamic correlation between stock prices and exchange rates." Applied financial economics 21, no. 11 (2011): 789-800.

[16] Liu, Hsiang-Hsi, and Teng-Tsai Tu. "Mean-reverting and Asymmetric Volatility Switching Properties of Stock Price Index, Exchange Rate and Foreign Capital in Taiwan." Asian Economic Journal 25, no. 4 (2011): 375-395.

[17] Mishra, Alok Kumar. "Stock market and foreign exchange market in India: are they related?." South Asia Economic Journal 5, no. 2 (2004): 209-232.

[18] Nath, Golaka C., and G. P. Samanta. "Relationship between exchange rate and stock prices in India-An empirical analysis." Available at SSRN 475823 (2003).

[19] Parsva, Parham, and Chor Foon Tang. "A note on the interaction between stock prices and exchange rates in Middle-East economies." Economic research-Ekonomska istraživanja 30, no. 1 (2017): 836-844.

[20] Sahu, Tarak Nath, and Krishna Dayal Pandey. "Money supply and equity price movements during the liberalized period in India." Global Business Review 21, no. 1 (2020): 108-123.

[21] Shrestha, Min B., and Guna R. Bhatta. "Selecting appropriate methodological framework for time series data analysis." The Journal of Finance and Data Science 4, no. 2 (2018): 71-89.

[22] Singh, Gurmeet. "Relationship between exchange rate and stock price in India: An empirical study." The IUP Journal of Financial Risk Management 12, no. 2 (2015): 18-29.

[23] Suriani, Seri, M. Dileep Kumar, Farhan Jamil, and Saqib Muneer. "Impact of exchange rate on stock market." International Journal of Economics and Financial Issues 5, no. 1 (2015): 385-388.

[24] Toda, Hiro Y., and Taku Yamamoto. "Statistical inference in vector autoregressions with possibly integrated processes." Journal of econometrics 66, no. 1-2 (1995): 225-250.

[25] Wickremasinghe, Guneratne B. "Stock prices and exchange rates in Sri Lanka: some empirical evidence." Investment management and financial innovations 9, Iss. 4 (2012): 8-14.

[26] Yau, Hwey-Yun, and Chien-Chung Nieh. "Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan." Japan and the World Economy 21, no. 3 (2009): 292-300.