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Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries : Panel/GMM and ARDL analyses
Mroua, Mourad; Trabelsi, Lotfi - In: Journal of economics, finance & administrative science 25 (2020) 50, pp. 395-412
past and the current volatility of the BRICS stock indices. Besides, ARDL estimations reveal that exchange rate movements …
Persistent link: https://www.econbiz.de/10012434002
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An empirical analysis of the relationship between oil prices and stock markets
Markoulis, S. N.; Neofytou, N. - In: International journal of economics and finance 8 (2016) 12, pp. 120-131
Persistent link: https://www.econbiz.de/10011602780
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Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho, Chang; Fang, Zheng; Hamori, Shigeyuki - In: International journal of economics and finance 9 (2017) 8, pp. 162-178
Persistent link: https://www.econbiz.de/10011714755
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Causality and Dynamic Relationships between Exchange Rate and Stock Market Indices in BRICS Countries : Panel/GMM and ARDL Analyses
Mroua, Mourad - 2019
exchange rate changes have a significant effect on past and current volatility of the BRICS stock indices. Besides, ARDL …
Persistent link: https://www.econbiz.de/10012868317
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Stock market integration : evidence from BRIC countries
Tripathy, Nalini Prava - In: International journal of business and emerging markets … 7 (2015) 3, pp. 286-306
Persistent link: https://www.econbiz.de/10011416875
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Long Run Relationship between Aggregate Stock Prices and Macroeconomic Factors in BRICS Stock Markets
Tripathi, Vanita - 2016
:Q4). Long Run Granger Causality Test, Johansen's Cointegration Test (both Bivariate & Multivariate) and Vector Error … for all the macroeconomic variables. Johansen's Cointegration results suggest presence of long run equilibrium … difference in cointegration results in pre and post crisis periods except for Inflation and Interest rate, implying that global …
Persistent link: https://www.econbiz.de/10012995658
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How differently does oil price influence BRICS stock markets?
Bouoiyour, Jamal; Selmi, Refk - In: Journal of economic integration 31 (2016) 3, pp. 547-568
Persistent link: https://www.econbiz.de/10011535656
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Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Bathia, Deven; Demirer, Rıza; Gupta, … - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
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Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu; Ma, Feng; Niu, Tianjiao; He, Chengting - In: Economic modelling 86 (2020), pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
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Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437