The study examines the dynamics between oil price, exchange rate, and stock market performance in South Africa using …, and market capitalization as a measure of stock performance from 2003(01) to 2019(7) were employed. The results of DCC … findings from time-varying VAR show existence of feedbacks from stock market to oil price. Markov regime switching VAR model …

characteristics of market participants appear to trump macroeconomic considerations. The volatility indices and bid-ask spreads were …The purpose of this study is to examine the role of options volatility and bid-ask spread as microstructural variables … in determining whether the foreign exchange market’s price formation process in response to macroeconomic announcements …

, and kurtosis). With respect to the equity-gold nexus, we find that stock (gold) returns and volatility negatively …

This paper empirically examines the effect of the central banks independence on exchange rate volatility by using a …