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Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira
Kassouri, Yacouba; Altıntaş, Halil - In: Research in international business and finance 52 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012548194
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Do financial crises matter for nonlinear exchange rate and stock market cointegration? : a heterogeneous nonlinear panel data model with PMG approach
Tabash, Mosab I.; Sheikh, Umaid A.; Matar, Ali; Ahmed, Adel - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-22
the conventional symmetrical panel ARDL (PARDL) model was not able to formulate long-run cointegration between currency …. However, asymmetrical cointegration was established between the currency values and stock market indexes for the pre …
Persistent link: https://www.econbiz.de/10013545812
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Relationship between exchange rates and stock prices : GCC perspectives
Aladwani, Jassim - In: International journal of economics and financial issues … 7 (2017) 2, pp. 11-24
Persistent link: https://www.econbiz.de/10011786292
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Testing threshold cointegration and threshold granger causality between stock price and exchange rate in Turkey
Güriş, Selahattin; Güriş, Burak - In: International journal of economics and finance 7 (2015) 10, pp. 50-55
Persistent link: https://www.econbiz.de/10011376062
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Time varying causality between stock market and exchange rate : evidence from Turkey, Japan and England
Zeren, Feyyaz; Koc, Mustafa - In: Economic research 29 (2016) 1, pp. 696-705
Persistent link: https://www.econbiz.de/10012221798
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On the Causality between Stock Prices and Exchange Rates : Evidence from Turkish Financial Market
Köse, Yaşar - 2016
, Swiss Franc and two baskets of currencies of Undersecretariat of Foreign Trade of Turkey. This evidence has implications for …
Persistent link: https://www.econbiz.de/10012997833
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Causality between stock prices and exchange rates in Turkey : empirical evidence from the ARDL bounds test and a combined cointegration approach
Türsoy, Turgut - In: International Journal of Financial Studies : open … 5 (2017) 1, pp. 1-10
Turkey for the period between January 2001 and September 2016. This study uses the autoregressive distributed lag (ARDL … between the variables. The evidence reveals that there is a strong long-run cointegration. The robustness of the ARDL bounds … test cointegration was confirmed using the newly-developed combined cointegration, which also provided the same evidence …
Persistent link: https://www.econbiz.de/10011649295
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Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan - In: International review of economics & finance : IREF 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
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Empirical relationship of macroeconomic variables and stock prices : Indian stock market and Japanese stock market
Baranidharan, S.; Dhivya, N.; Alex, A. - In: Finance India : the quarterly journal of Indian … 35 (2021) 3, pp. 787-800
Persistent link: https://www.econbiz.de/10013257215
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Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309