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The relationship between macro-economic variables and stock exchange prices : a case study in Dhaka stock exchange (DSE) in Bangladesh

Rahman, Md. Mustafizur - In: Financial markets, institutions and risks : FMIR 3 (2019) 3, pp. 122-130

Persistent link: https://www.econbiz.de/10012176307

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

Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil

Ely, Regis Augusto - In: Latin American business review : journal of the … 16 (2015) 4, pp. 305-325

Persistent link: https://www.econbiz.de/10011458821

Sources of volatility in stock and currency markets : a panel data analysis of European countries

Jamil, Muhammad - In: Pakistan journal of applied economics : PJAE 30 (2020) 2, pp. 257-282

Volatility in financial markets is a highly explored area of research for the last few decades. Possible reasons for … macroeconomic variables as determinants of financial markets (stock market and exchange rate) volatility. It also aims to analyse … the contribution of the volatility of one financial market to the volatility of another financial market before and after …

Persistent link: https://www.econbiz.de/10012814087

Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation

Alanya, Willy; Rodriguez, Gabriel - In: Journal of emerging market finance 17 (2018) 3, pp. 354-385

Persistent link: https://www.econbiz.de/10011964842

Dynamic spillover effect and hedging between the gold price and key financial assets : new evidence from Vietnam

Ngo Thai Hung - In: Macroeconomics and finance in emerging market economies 16 (2023) 2, pp. 326-356

Persistent link: https://www.econbiz.de/10014319838

The asymmetric impact of macroeconomic shocks on stock returns in Turkey : a nonlinear ARDL approach

Yacouba, Kassouri; Altintas, Halil - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 98-116

Persistent link: https://www.econbiz.de/10012129032

Cointegration of "MIBOR" with rupee-dollar and rupee-yen exchange rates : estimating volatility spill-overs and asymmetry

Shukla, Upendra Nath; Tandon, Neelam; Tandon, Deepak; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 6, pp. 691-711

Persistent link: https://www.econbiz.de/10014230070

Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach

Koulakiotis, Athanasios; Kiohos, Apostolis; Babalos, … - In: Applied economics 47 (2015) 13/15, pp. 1273-1285

Persistent link: https://www.econbiz.de/10010512069

Predicting returns on asset markets of a small, open economy and the influence of global risks

Haab, David R.; Nitschka, Thomas - 2017

Persistent link: https://www.econbiz.de/10011794321