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Volatility spillover in the foreign exchange market : the Indian experience
Ghosh, Saurabh - In: Macroeconomics and finance in emerging market economies 7 (2014) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10010339176
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Performance of Islamic and conventional stock indices : empirical evidence from an emerging economy
Rana, Md. Ejaz; Akhter, Waheed - In: Financial innovation : FIN 1 (2015) 15, pp. 1-17
constancy assumption of classical linear regression (CLRM) model and allows exchange rate and interest rate volatility to evolve … conventional stock indices. Results: The findings show positive and statistically significant effect of interest rate volatility on … KSE-100, whereas KMI-30 remains unaffected by the same. Exchange rate volatility is found to be significant for both …
Persistent link: https://www.econbiz.de/10011541805
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The volatility of Romanian exchange rate : a GARCH approach
Pelinescu, Elena; Diaconaşu, Delia-Elena - In: Review of economics & finance 5 (2015) 4, pp. 92-99
Persistent link: https://www.econbiz.de/10011411168
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Revisiting portfolio flows : exchange rate nexus in emerging markets : a Markov Regime Switching MGARCH approach
Aydoğan, Berna; Vardar, Gülin; Yelkenci, Tezer - In: Macroeconomics and finance in emerging market economies 14 (2021) 3, pp. 219-240
Persistent link: https://www.econbiz.de/10012649576
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Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
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International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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Dynamic spillover effects of macroeconomic risks on foreign exchange markets in emerging countries
Güngör, Arifenur; Güngör, Mahmut Sami - In: The empirical economics letters : a monthly … 19 (2020) 7, pp. 683-692
Persistent link: https://www.econbiz.de/10012596724
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Portfolio flows and exchange rate volatility : an empirical estimation for BRICS countries
Chaudhari, Dipak R.; Trivedi, Pushpa L.; Kumar, Prabhat - 2023
Persistent link: https://www.econbiz.de/10014315323
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The impact of exchange rates on stock market performance of the Emerging 7
El-Diftar, Doaa - In: Journal of capital markets studies 7 (2023) 2, pp. 125-139
the inclusion of exchange rate to determine its effect on the volatility of stock returns. Findings - The findings support … accounts for a slight change in the volatility of stock returns. Originality/value - The research provides empirical evidence …
Persistent link: https://www.econbiz.de/10014442468