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The impacts of oil price and exchange rate on Vietnamese stock market
Nguyen Tra Ngoc; Dat Thanh Nguyen; Nguyễn, Ngọc Vũ - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 143-150
Persistent link: https://www.econbiz.de/10012670633
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Evaluating volatility forecasts with ultra-high-frequency data : evidence from the Australian equity market
Zhang, Kai; De Mello, Lurion; Sadeghi, Mehdi - In: Theoretical economics letters 8 (2018) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011842038
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Day-of-the-week effect of major currency pairs : new evidences from investors' fear gauge
Singh, Vipul Kumar - In: The journal of asset management 20 (2019) 7, pp. 493-507
Persistent link: https://www.econbiz.de/10012155317
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Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan; Garg, Bhavesh - In: Applied economics letters 29 (2022) 8, pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
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A comparative analysis of currency volatility among BRICS countries
Zerihun, Mulatu Fekadu; Breitenbach, Marthinus C.; … - In: Journal of African business 21 (2020) 1, pp. 78-104
Persistent link: https://www.econbiz.de/10012180435
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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
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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
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Impact of exchange rate on uncertainty in stock market : evidence from Markov regime-switching GARCH family models
Zolfaghari, Mehdi; Hoseinzade, Saeid - In: Cogent economics & finance 8 (2020) 1, pp. 1-49
We employ the Markov Regime-Switching GARCH (MRS- GARCH) family models under the normal, Student's t-, and GED … model the IIR volatility. We find evidence of regime-switching behaviour in Iran's stock market. After removing the …
Persistent link: https://www.econbiz.de/10013179535
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Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth - 1987
Persistent link: https://www.econbiz.de/10009571466
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Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market : the case of Turkey
Sensoy, Ahmet; Sobaci, Cihat - In: Economic modelling 43 (2014), pp. 448-457
Persistent link: https://www.econbiz.de/10010503016