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This paper examines the relationship between stock prices and exchange rates in Korea. It is found that two time series are cointegrated by the Engle-Granger two-step cointegration test. The results show that domestic currency devaluation has a negative short-run effect on stock prices. It means that there is only one-way temporal linkage from exchange rates to stock prices.

Cointegration And The Causality Between Stock Prices And Exchange Rates Of The Korean Economy