Similar Search Results

Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan

Mohamed, Omer Ahmed Sayed; Elmahgop, Faiza Omer Mohammed - In: International journal of economics and financial issues … 10 (2020) 2, pp. 209-215

Persistent link: https://www.econbiz.de/10012215152

Stock prices and ZAR/USD exchange rates : a quantile autoregressive distributed lag approach

Hsu, Tzu-Kuang - In: The empirical economics letters : a monthly … 17 (2018) 10, pp. 1195-1202

Persistent link: https://www.econbiz.de/10012006802

Stock market reaction to macroeconomic variables : an assessment with dynamic autoregressive distributed lag simulations

Khan, Muhammad Kamran; Teng, Jian-Zhou; Khan, Muhammad Imran - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2436-2448

Persistent link: https://www.econbiz.de/10014327535

Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach

Gupta, Mohini; Varshney, Sakshi - In: Iranian economic review : journal of University of Tehran 26 (2022) 4, pp. 853-875

Persistent link: https://www.econbiz.de/10013531083

Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression

Hsu, Tzu-Kuang - In: International journal of economics and finance 8 (2016) 1, pp. 72-78

Persistent link: https://www.econbiz.de/10011427778

Is the effect of exchange rate volatility on export diversification symmetric or asymmetric? : evidence from Ghana

Obeng, Camara Kwasi - In: Cogent economics & finance 6 (2018) 1, pp. 1-11

Exchange rate volatility has been identified as one of the drivers of export diversification. Previous studies have assumed a symmetric relationship between the two variables. However, because volatility could be positive or negative and economic agents react to these changes differently, recent...

Persistent link: https://www.econbiz.de/10011905194

Effects of crude oil prices volatility, the internet and inflation on economic growth in ASEAN-5 countries : a panel autoregressive distributed lag approach

Rosnawintang, Rosnawintang; Tajuddin, Tajuddin; Adam, Pasrun - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 15-21

Persistent link: https://www.econbiz.de/10012586412

How synchronized is the MENA region with advanced economies? Evidence from an Autoregressive Distributed Lag Models

Garfa, Kamel - In: Analele ştiinţifice ale Univerşităţii Alexandru … 59 (2012) 1, pp. 241-259

Persistent link: https://www.econbiz.de/10010128461

Essays in long memory and stock market volatility

Liu, Ming - 1996

Persistent link: https://www.econbiz.de/10001353978

Testing the lag structure of assets' realized volatility dynamics

Audrino, Francesco; Camponovo, Lorenzo; Roth, Constantin - 2015

Persistent link: https://www.econbiz.de/10011289179