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Macroeconomic determinants of stock market fluctuations : the case of BIST-100

Demir, Caner - In: Economies : open access journal 7 (2019) 1/8, pp. 1-14

The purpose of this study is to analyze the impacts of some prominent macroeconomic factors on the Turkish Stock Market index, BIST-100 (Borsa Istanbul-100). For centuries, and mostly since the 20th century, stock markets are at the heart of economies. In our era, the largest economic crises...

Persistent link: https://www.econbiz.de/10012020657

Exploring the nexus between crude oil price and stock prices in Sub-Saharan Africa : a case study of Nigeria

Amassoma, Ditimi; Ogbuagu, Matthew Ikechukwu - In: Entrepreneurial business and economics review : EBER 6 (2018) 3, pp. 143-158

Persistent link: https://www.econbiz.de/10012025388

Uusing the symmetric models garch (1.1) and garch-m (1.1) to investigate volatility and persistence for the european and us financial markets

Duță, Violeta - In: Financial studies 22 (2018) 1, pp. 64-86

In this paper, we used the GARCH (1,1) and GARCH-M (1,1) models to investigate volatility and persistence at daily … persistence of volatility, meaning that the conditional volatility tends to revert faster to the long-term mean than the other … statistically significant and positive (thus confirming the hypothesis that an increase in volatility leads an increase in future …

Persistent link: https://www.econbiz.de/10011964941

Interest rate sensitivity of spanish companies : an extension of the Fama-French five-factor model

Jareño, Francisco; González Pérez, María de la O; … - In: Acta oeconomica : periodical of the Hungarian Academy … 68 (2018) 4, pp. 617-638

Persistent link: https://www.econbiz.de/10011971203

How do great shocks influence the correlation between oil and international stock markets?

Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526

Persistent link: https://www.econbiz.de/10011813622

Dynamics of Canadian oil price and its impact on exchange rate and stock market

Alzyoud, Hussein; Wang, Eric Zengxiang; Basso, Michael Glenn - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 107-114