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Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach
Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16
-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …
Persistent link: https://www.econbiz.de/10011450341
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Modelling volatility in Indian currency market
Mittal, Sanjiv; Kumar, Ashish - In: International journal of bonds and derivatives 2 (2016) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011585698
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Exchange rate uncertainty effect on export-oriented companies at Tehran stock exchange (yield) rate of return : a panel-vector autoregressive model
Zamanian, Gholamreza; Mahmodpour, Kamran; Yari, Sepideh - In: International journal of economics and financial issues … 7 (2017) 1, pp. 207-213
Persistent link: https://www.econbiz.de/10011784480
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Dynamics of co-movements among implied volatility, policy uncertainty and market performance
Ur Rehman, Mobeen - In: Global business review 18 (2017) 6, pp. 1478-1487
Persistent link: https://www.econbiz.de/10011800032
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The impact of oil revenue shocks on the volatility of Iran's stock market return
Davoudi, Sina; Fazlzadeh, Alireza; Fallahi, Firouz; … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 2, pp. 102-110
Persistent link: https://www.econbiz.de/10011861839
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The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment
Shabbir, Malik Shahzad; Said, Laila Refiana; Pelit, Irem; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 560-565
Persistent link: https://www.econbiz.de/10014368310
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Impact of exchange rate fluctuation, interest rate spread and inflation on the profitability of Nepalese commercial banks
Deshar, Asmita - In: Nepalese journal of economics : a publication of … 8 (2024) 1, pp. 79-95
Persistent link: https://www.econbiz.de/10014445854
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Cash conversion cycle sensitivity by moderating role of exchange rates volatility on firm's financial performance
Hussain, Sarfraz; Asan Ali Golam Hassan; Quddus, Abdul; … - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 22 (2021) 2, pp. 277-289
The cycle of cash conversion relates to the time spread between the value of cash paid for purchases and the cash receipt from turnover. Using the State Bank of Pakistan data, this study introduces the direct and moderating role of the exchange rate, effective through the efficient execution of...
Persistent link: https://www.econbiz.de/10012888229
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A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.; Isah, Kazeem; Ogbonnaya-Orji, Nnenna - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
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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