Showing 1 - 10 of 1,989
Persistent link: https://www.econbiz.de/10009689477
Persistent link: https://www.econbiz.de/10012006244
This paper examines for the first time contagion to African stock markets with particular attention to the quantification of, and testing for the impact of (extreme) downside movements in foreign exchange and developed stock markets on the (extreme) downside risks in Africa stock markets. Using...
Persistent link: https://www.econbiz.de/10011779566
Persistent link: https://www.econbiz.de/10011413220
Persistent link: https://www.econbiz.de/10010461871
Persistent link: https://www.econbiz.de/10010393877
Persistent link: https://www.econbiz.de/10012514158
Persistent link: https://www.econbiz.de/10013198185
distributions to measure the uncertainty of the industry index returns (IIR) of Tehran Stock Exchange over the period of 2013 … forecastable component (expected variation) from the best fitted models, we measure the time series of the IIR uncertainty …) model. We find that foreign exchange rate fluctuations have a significant and distinct impact on the IIR uncertainty across …
Persistent link: https://www.econbiz.de/10013179535
Persistent link: https://www.econbiz.de/10012807282