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Ngo, Thanh - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 249-258

Persistent link: https://www.econbiz.de/10011792332

Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market

Karunanayake, Indika - In: Review of applied economics 10 (2014) 1/2, pp. 83-97

Persistent link: https://www.econbiz.de/10010506487

Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach

Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16

-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …

Persistent link: https://www.econbiz.de/10011450341

Conditional heteroskedasticity in the volatility of asset returns

Ding, Yashuang - 2021

Persistent link: https://www.econbiz.de/10013262866

Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market

Karunanayake, Indika - In: Journal of international economic review 9 (2016) 2, pp. 225-239

Persistent link: https://www.econbiz.de/10011673059

Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India

Maitra, Debasish; Dawar, Varun - In: Global business review 20 (2019) 1, pp. 214-237

Persistent link: https://www.econbiz.de/10011984156

Asymmetrical linkages between foreign exchange and stock markets : empirical evidence through linear and non-linear ARDL

Luqman, Rabia; Kouser, Rehana - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-13

The symmetrical relationship between currency and equity markets has gained much attention among academicians and policy makers in the recent era. Many studies conducted on this relationship have concluded that there is short-run relationship between these variables and found less evidence about...

Persistent link: https://www.econbiz.de/10011895619