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Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? : evidence from the volatility-spillover effects
Cao, Li; Jiang, Junhua; Piljak, Vanja - In: Research in international business and finance 65 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014432635
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …
Persistent link: https://www.econbiz.de/10013397677
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Volatility dynamics in the ASEAN-China Free Trade Agreement
Diaz, John Francis T. - In: Journal of emerging market finance 17 (2018) 3, pp. 287-306
Persistent link: https://www.econbiz.de/10011964832
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Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: International review of economics & finance : IREF 80 (2022), pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
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The asymmetric impact of oil price shocks on sectoral returns in Pakistan : evidence from the non-linear ARDL approach
Ali, Basit; Khan, Dilawar; Shafiq, Muhammad; Magda, Róbert - In: Economies : open access journal 10 (2022) 2, pp. 1-15
and demand shocks have a cointegration relationship with sectoral stock market returns. Third, the study explored the …
Persistent link: https://www.econbiz.de/10013164260
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The impact of oil price and exchange rate on momentum strategy profits in stock market : evidence from oil-rich developing countries
Zolfaghari, Mehdi; Sahabi, Bahram - In: Review of managerial science : RMS 15 (2021) 7, pp. 1981-2023
Persistent link: https://www.econbiz.de/10012660360
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Volatility nexus between Stock Market and macroeconomic variables in Bangladesh : an extended GARCH approach
Hasan, Md. Abu; Zaman, Anita - In: Scientific Annals of Economics and Business 64 (2017) 2, pp. 233-243
Persistent link: https://www.econbiz.de/10011865998
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The asymmetric impact of macroeconomic shocks on stock returns in Turkey : a nonlinear ARDL approach
Yacouba, Kassouri; Altintas, Halil - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 98-116
Persistent link: https://www.econbiz.de/10012129032
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Oil price shocks and stock returns nexus for Malaysia : fresh evidence from nonlinear ARDL test
Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: Energy reports 4 (2018), pp. 624-637
In this research, we examined whether appreciation and depreciation in oil price, interest rate, exchange rate, industrial production, and inflation have the same effects on the stock market returns by using nonlinear autoregressive distributed lag (nonlinear ARDL). All nine economic sectors and...
Persistent link: https://www.econbiz.de/10011959478
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Oil price changes and stock returns : fresh evidence from oil exporting and oil importing countries
Atif, Mohd; Rabbani, Mustafa Raza; Bawazir, Hana; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-14
The study examines the vital connection between stock returns and oil price changes for oil exporting/importing countries separately. We present evidence employing granger causality, impulse response and error variance decomposition based on panel vector autoregression. The results of panel...
Persistent link: https://www.econbiz.de/10013464376