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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
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External macroeconomic shocks and stock price behavior in Nigeria : structural vector autoregressive approach
Saliu, Mojeed Olanrewaju - 2021
Persistent link: https://www.econbiz.de/10012659332
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Asymmetric impact of multifarious exchange rate shocks on stock prices : fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach
Odionye, Joseph Chukwudi; Emmanuel O, Nwosu; Odo, … - In: Journal of international trade & economic development : … 33 (2024) 5, pp. 868-902
Persistent link: https://www.econbiz.de/10014632807
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International transmission of shocks and African forex markets
Huang, Shoujun; Bossman, Ahmed; Gubareva, Mariya; … - In: Energy economics 131 (2024), pp. 1-18
African forex markets. To gauge the dynamics of shock transmission, we employ the TVP-VAR connectedness model using daily data … spanning over the period 2000-2023. We show that shock transmission between oil-exporting and oil-importing countries … heterogeneously depends on oil and GPR innovations. We also provide empirical evidence that return and volatility shock transmission …
Persistent link: https://www.econbiz.de/10015046270
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Monetary policy, exchange rates and stock prices in the Middle East region
Abouwafia, Hashem E.; Chambers, Marcus J. - In: International review of financial analysis 37 (2015), pp. 14-28
Persistent link: https://www.econbiz.de/10011316618
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Cross-country evidence on the relation between stock prices and the current account
Berg, Tim Oliver - In: Applied economics 45 (2013) 16/18, pp. 2267-2277
Persistent link: https://www.econbiz.de/10009772333
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Responses of output in Poland to shocks to the exchange rate, the stock price, and other macro-economic variables : a VAR model
Hsing, Yu - In: Applied economics letters 13 (2006) 15, pp. 1017-1022
Persistent link: https://www.econbiz.de/10003402355
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The dynamic impact of FX interventions on financial markets
Menkhoff, Lukas; Rieth, Malte; Heidland, Tobias - In: The review of economics and statistics 103 (2021) 5, pp. 939-953
Persistent link: https://www.econbiz.de/10013163901
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The Dynamic Impact of FX Interventions on Financial Markets
Menkhoff, Lukas - 2020
Evidence on the effectiveness of FX interventions is either limited to short horizons or hampered by debatable identification. We address these limitations by identifying a structural vector autoregressive model for the daily frequency with an external instrument. Generally, we find, for freely...
Persistent link: https://www.econbiz.de/10012838674
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Restrictive US trade policy has a significantly negative effect on financial markets
Boer, Lukas; Menkhoff, Lukas; Rieth, Malte - In: DIW weekly report : economy, politics, science : a … 11 (2021) 31, pp. 219-225
With its America First strategy, the former US administration turned away from an internationally oriented trade policy. It attempted to assert its interests, especially vis-à-vis China, with bilateral and mostly restrictive measures such as import tariffs. This Weekly Report shows that the...
Persistent link: https://www.econbiz.de/10012612721