The foremost objective of the manuscript is to predict dynamic behaviour of economic and financial time series i.e. exchange rate and price of stock market in China and also to determine if there is a interrelation between the two. Monthly time series data of 10 years have been taken, from...

Differences in the behaviour of asset prices depending on data frequency have not been thoroughly investigated in the literature despite their possible importance. In particular, high-frequency data might contain more information about financial assets because they are updated more rapidly in...

This paper investigates the impact of the spread of COVID-19 on the Saudi stock market. More particularly, this study examines the implications of the recent coronavirus on the overall stock returns, sectoral stock returns, and the stock returns of specific firm characteristics: market...

While uncertainty shocks affect equity markets at various investment horizons, knowledge about the causal effects of uncertainty and equity markets in the frequency domain is scant among the Group of Twenty (G20) countries regarded as systemically important economies. This paper explores the...

Financial Inclusion (FI) is one of the most important indicators of inclusive growth of an economy. This paper examines the status of FI in India by constructing a comprehensive financial inclusion index (FII). The data analysis indicates that states such as Goa, Kerala, Tamil Nadu, Maharashtra,...

We assess the effect of the recent royal wedding of Prince Harry and Meghan Markle on various sectors of the UK stock market over the period between November 2017 and May 2018. For this purpose, the event study methodology is used to estimate abnormal returns and conduct several robustness tests...

Air pollution is one of the most serious environmental issues. In Malaysia, the emission of air pollutants has increased in recent years. This study aimed to examine the impact of air pollution on sectoral indices in Malaysian stock market. The dependent variables used in this study were the...

The specific properties of assets such as cryptocurrencies, gold, and stocks have welcomed more empirical studies in assessing their nexus. As a result, market conditions, whether good or bad, become imperative to assess the benefits of safe have, hedges or diversification. Also, the presence of...

The study examines the dynamics between oil price, exchange rate, and stock market performance in South Africa using DCC-GARCH, time-varying VAR, and multivariate Markov regime switching models. Monthly data on oil price, exchange rate, and market capitalization as a measure of stock performance...

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...