This paper examines the causality and the dynamic links between exchange rates and stock market indices in Brazil, Russia, India, China, and South-Africa (BRICS). Daily closing prices from January 2008 to February 2018 are used for the analysis. By applying the dynamic panel Generalized Method...

The aim of this paper is twofold. It is first to evaluate the comparative performance of ten MENA (Middle East and North Africa) countries according to GDP growth and stock market return indicators using the non-parametric stochastic dominance approach. We will then use a multivariate vector...

Purpose - This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major stock market indices of Brazil, Russia, India, China and South-Africa...