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Transmission of volatility shocks between the equity and foreign exchange markets in South Africa

Bonga-Bonga, Lumengo - In: The journal of applied business research 29 (2013) 5, pp. 1529-1539

Persistent link: https://www.econbiz.de/10010198088

Is intraday data useful for forecasting VaR? : the evidence from EUR/PLN exchange rate

Będowska-Sójka, Barbara - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 4, pp. 326-346

Persistent link: https://www.econbiz.de/10011962183

Linkages among energy price, exchange rates and stock markets : evidence from emerging African economies

Ahmed, Abdullahi Dahir; Huo, Rui - In: Applied economics 52 (2020) 18, pp. 1921-1935

Persistent link: https://www.econbiz.de/10012197624

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

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

Exchange rate shocks and sectoral stock returns in Nigeria : do asymmetry and structural breaks matter?

Fasanya, Ismail Olaleke; Akinwale, Oluwafunmilayo A. - In: Cogent economics & finance 10 (2022) 1, pp. 1-26

This study examines the effect of exchange rate shocks on ten (10) sectoral stock returns in Nigeria from January 2007 to December 2018. The autoregressive distributed lag and nonlinear autoregressive distributed lag are employed to examine symmetric and asymmetric relationship between exchange...

Persistent link: https://www.econbiz.de/10013461461