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Unveiling the linkages between emerging stock market indices and cryptocurrencies
Ahmed, Wajid Shakeel; Mehmood, Ahsan; Sheikh, Talha; … - In: Asian Academy of Management journal 27 (2022) 2, pp. 189-209
integration and co-integration technique. Particularly, fractional integration is applied to examine stochastic properties of … individual assets and fractional cointegration to analyse bivariate connectedness. Our findings unveil the absence of mean … expected. There is some evidence of cointegration on volatility grounds between cryptocurrencies and emerging stock market …
Persistent link: https://www.econbiz.de/10014285279
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Macroeconomic determinants of stock market fluctuations : the case of BIST-100
Demir, Caner - In: Economies : open access journal 7 (2019) 1/8, pp. 1-14
The purpose of this study is to analyze the impacts of some prominent macroeconomic factors on the Turkish Stock Market index, BIST-100 (Borsa Istanbul-100). For centuries, and mostly since the 20th century, stock markets are at the heart of economies. In our era, the largest economic crises...
Persistent link: https://www.econbiz.de/10012020657
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The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19 : empirical insights of Pakistan
Tabash, Mosab I.; Babar, Zaheeruddin; Sheikh, Umaid A.; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-22
This study analyzes the trilateral relationship between macroeconomic variables of oil prices, stock market index, and exchange rate to demonstrate their behavior and inter-relationship in the economic setup of Pakistan. The investigated period includes daily time series data ranging from 4...
Persistent link: https://www.econbiz.de/10014500264
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Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices : empirical evidence from Malaysia
Mohnot, Rajesh; Banerjee, Arindam; Ballaj, Hanane; … - In: The journal of risk finance : JRF 25 (2024) 1, pp. 19-34
Persistent link: https://www.econbiz.de/10014504672
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Exploring the nexus between sectoral stock market fluctuations and macroeconomics changes before and during the COVID-19 pandemic
Suriani, Suriani; Correia, Anabela Batista; Nasir, Muhammad - In: Cogent business & management 11 (2024) 1, pp. 1-15
in Indonesia. The monthly time-series data used in the empirical approach cover the period from January 2008 to December …
Persistent link: https://www.econbiz.de/10014520106
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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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Integration und Volatilität bei Emerging Markets
Herrmann, Frank - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003109018
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Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination
Sehgal, Sanjay; Jain, Payal; Deisting, Florent - In: Journal of quantitative economics 16 (2018) 1, pp. 185-225
Persistent link: https://www.econbiz.de/10012418335
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Information linkages among emerging equity markets : an empirical study
Sehgal, Sanjay; Jain, Payal - In: Decision 44 (2017) 1, pp. 15-38
Persistent link: https://www.econbiz.de/10011703060
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Oil price changes and stock market returns : cointegration evidence from emerging market
Elian, Mohammad I.; Kisswani, Khalid M. - In: Economic change and restructuring : empirical and … 51 (2018) 4, pp. 317-337
Persistent link: https://www.econbiz.de/10011980224