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Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies

Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Finance a úvěr 65 (2015) 6, pp. 477-498

Persistent link: https://www.econbiz.de/10011415785

Dynamic nexus between exchange rate and stock prices in the major east European economies

Živkov, Dejan; Njegić, Jovan; Mirović, Vera - In: Prague economic papers : a bimonthly journal of … 25 (2016) 6, pp. 686-705

Persistent link: https://www.econbiz.de/10011643707

Symmetric and asymmetric effects of crude oil price and exchange rate on stock market performance in Nigeria : evidence from multiple structural break and NARDL analysis

Okere, Kingsley Ikechukwu; Muoneke, Obumneke Bob; … - In: Journal of international trade & economic development : … 30 (2021) 6, pp. 930-956

Persistent link: https://www.econbiz.de/10012608932

Risk-return convergence in CEE stock markets : structural breaks and market volatility

Lyócsa, Štefan; Baumöhl, Eduard - In: Finance a úvěr 64 (2014) 5, pp. 352-373

Persistent link: https://www.econbiz.de/10010439591

Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?

Herrera Aramburú, Andrés; Rodriguez, Gabriel - In: International journal of monetary economics and finance 9 (2016) 1, pp. 45-66

Persistent link: https://www.econbiz.de/10011548319

Analyzing the Structural Breaks and the Exchange Market Turbulence on Volatility Spillovers Between Exchange Rates and Tehran Stock Exchange

Gholizadeh, Mohammadmehdi; Erfani, Alireza - 2021

This article has studied several fluctuations in the Iranian currency market and multiple turmoils in the economy that have not only wiped out Iranians private savings but also affected financial market activists to provide a better understanding of fluctuations' movement between markets. To...

Persistent link: https://www.econbiz.de/10013250208