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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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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
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Impact of oil and agricultural shocks on the financial markets of emerging market economies
Attílio, Luccas Assis - In: International economic journal 37 (2023) 2, pp. 270-293
Persistent link: https://www.econbiz.de/10014295313
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Interaction between stock prices and exchange rate in emerging market economies
Akdoğu, Serpil Kahraman; Birkan, Ayşe Özden - In: Research in world economy 7 (2016) 1, pp. 80-94
Persistent link: https://www.econbiz.de/10011589524
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Relationship between exchange rate and equity prices in an emerging market : a continuous wavelet-based analysis for Bangladesh
Tiwari, Aviral Kumar; Islam, Anisul M.; Islam, Md. Mohibul - In: International journal of business and economics 18 (2019) 2, pp. 165-193
Persistent link: https://www.econbiz.de/10012138313
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Dynamics of stock prices and exchange rates relationship : evidence from five Sub-Saharan African financial markets
Ndako, Umar Bida - In: Journal of African business 14 (2013) 1/3, pp. 47-57
Persistent link: https://www.econbiz.de/10010246235
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Exchange rate policy and falling crude oil prices : effect on the Nigerian stock market
Abraham, Terfa Williams - In: CBN journal of applied statistics 7 (2016) 1, pp. 111-123
This paper examines the effect of crude oil price movement on the Nigerian stock market and the role of exchange rate as a plausible countercyclical policy tool. Daily data on All Share Index of the Nigerian stock market, crude oil prices and exchange rate, were collected for two periods:...
Persistent link: https://www.econbiz.de/10011460340
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External stocks and volatility overflow among the exchange rate of the Yen, Nikkei, TOPIX and sectoral stock indices
Sultonov, Mirzosaid - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-13
In this paper, we examined the changes in volatility overflow among the exchange rate of the Japanese yen (JPY), the … and transportation equipment indices). The findings highlighted causality in variance (volatility spillover) among the … variables. We revealed that volatility could also spread indirectly among the variables (from one variable to another through a …
Persistent link: https://www.econbiz.de/10012797403
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Capturing the short-run and long-run causal behavior of Philippine stock market volatility under vector error correction environment
Camba, Abraham C. <Jr> - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 41-49
Persistent link: https://www.econbiz.de/10012670602