Narrow search
Showing 1 - 10 of 101
Cover Image
Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach
Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16
-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …
Persistent link: https://www.econbiz.de/10011450341
Cover Image
Flash crash and policy uncertainty
Tsai, I-Chun - In: Journal of international financial markets, … 57 (2018), pp. 248-260
Persistent link: https://www.econbiz.de/10012127632
Cover Image
Exchange rate risk in the US stock market
Du, Ding; Hu, Ou - In: Journal of international financial markets, … 22 (2012) 1, pp. 137-150
Persistent link: https://www.econbiz.de/10009540833
Cover Image
Foreign exchange volatility and stock returns
Du, Ding; Hu, Ou - In: Journal of international financial markets, … 22 (2012) 5, pp. 1202-1216
Persistent link: https://www.econbiz.de/10010220195
Cover Image
Currency futures-spot basis and risk premium
Inci, Ahmet Can; Lu, Biao - In: Journal of international financial markets, … 17 (2007) 2, pp. 180-197
Persistent link: https://www.econbiz.de/10003441631
Cover Image
Exchange rate volatility and UK imports from developing countries : the effect of the global financial crisis
Choudhry, Taufiq; Ul Hassan, Syed Shabi - In: Journal of international financial markets, … 39 (2015), pp. 89-101
Persistent link: https://www.econbiz.de/10011475644
Cover Image
Is the effect of exchange rate volatility on export diversification symmetric or asymmetric? : evidence from Ghana
Obeng, Camara Kwasi - In: Cogent economics & finance 6 (2018) 1, pp. 1-11
Exchange rate volatility has been identified as one of the drivers of export diversification. Previous studies have … assumed a symmetric relationship between the two variables. However, because volatility could be positive or negative and … replace exchange rate volatility (Positive and negative variables) and utilized the Linear Autoregressive Distributed Lag …
Persistent link: https://www.econbiz.de/10011905194
Cover Image
The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19 : empirical insights of Pakistan
Tabash, Mosab I.; Babar, Zaheeruddin; Sheikh, Umaid A.; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-22
This study analyzes the trilateral relationship between macroeconomic variables of oil prices, stock market index, and exchange rate to demonstrate their behavior and inter-relationship in the economic setup of Pakistan. The investigated period includes daily time series data ranging from 4...
Persistent link: https://www.econbiz.de/10014500264
Cover Image
Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices : application of the unrestricted VAR
Tabash, Mosab I.; Asad, Muzaffar; Khan, Ather Azim; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-19
followed by a co-integration technique by Johansen (1988). We find that stock market indexes serve as a transmission channel …
Persistent link: https://www.econbiz.de/10014500356
Cover Image
Exchange rate movement and stock market performance : an application of the ARDL model
Javangwe, Kudakwashe Zvitarise; Takawira, Oliver - In: Cogent economics & finance 10 (2022) 1, pp. 1-20
The study examines the relationship between the stock market and exchange rate in South Africa for the period from 1980 to 2020. Quarterly data was used employing the Autoregressive Distributed Lag (ARDL) model given the order of integration of the variables. The empirical results revealed that...
Persistent link: https://www.econbiz.de/10013454669