that the volatility of stock prices in India can be explained to cause the movement of oil price and exchange rate in short …

- and second-moment exchange rate exposure on individual firm value and the stock return volatility underlying exchange rate … equity financing cost. -- exchange rate exposure ; asymmetric currency exposure ; financial crises ; asymmetric volatility …

examines how well exchange rate volatility explains movements in stock market returns. The model-based predictions are …

The key objective of this study is to investigate the return and volatility spillover effects among stock market … trivariate VAR BEKK GARCH (1,1) model, the study finds that there are significant return and volatility spillover effects between … and the US stock market to the Korean stock market, and the volatility spillover effect from the Japanese stock market to …

We find a robust negative effect of exchange rate volatility on S&P500 company returns. The Consumer Discretionary and … the Consumer Staple sectors have more significant negative exposure to exchange rate volatility than the other sectors … thus supporting the hypothesis that exchange rate volatility affects stock returns through the channel of international …