Narrow search
Showing 1 - 10 of 14,266
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Exchange rate volatility and growth in emerging Europe and East Asia
Schnabl, Gunther - In: Open economies review 20 (2009) 4, pp. 565-587
Persistent link: https://www.econbiz.de/10003882414
Cover Image
The theory of optimum currency areas and growth in emerging markets
Hoffmann, Andreas; Schnabl, Gunther - In: Applied economics letters 18 (2011) 4/6, pp. 513-517
Persistent link: https://www.econbiz.de/10009232934
Cover Image
What drives fluctuations in exchange rate growth in emerging markets : a multi-level dynamic factor approach
Liu, Clark; Wang, Ben Zhe; Wang, Huanhuan; Zhang, Ji - In: Economic systems 43 (2019) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10012257453
Cover Image
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
Cover Image
On the exchange rates volatility and economic policy uncertainty nexus : a panel VAR approach for emerging markets
Abid, Abir; Rault, Christophe - In: Journal of quantitative economics 19 (2021) 3, pp. 403-425
Persistent link: https://www.econbiz.de/10012622027
Cover Image
The information content of risk reversals in emerging market currencies
Costa Filho, Adonias Evaristo da - In: Revista Brasileira de Finanças : RBFin 14 (2016) 3, pp. 403-441
Persistent link: https://www.econbiz.de/10011654252