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This study analyzes the trilateral relationship between macroeconomic variables of oil prices, stock market index, and exchange rate to demonstrate their behavior and inter-relationship in the economic setup of Pakistan. The investigated period includes daily time series data ranging from 4...
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major stock markets. We then subjected this data to the Johansen co-integration test and the fully modified least …-squares (FMOLS) method. The results indicated that there was co-integration between the VIX and the COVID-19 pandemic and that there … was co-integration between the VIX index and major indexes, except for the CAC 40 and MIB. Moreover, the results showed …
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This research paper investigates the stock market movements and linkages between the Asian emerging markets (China, India, Indonesia, Korea, Malaysia, Philippines, Taiwan and Thailand) and two developed markets (i.e. USA and Japan). This study employs the statistical application of descriptive...
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This research paper investigates the stock market movements and linkages between the Asian emerging markets (China, India, Indonesia, Korea, Malaysia, Philippines, Taiwan and Thailand) and two developed markets (i.e. USA and Japan). This study employs the statistical application of descriptive...
Persistent link: https://www.econbiz.de/10014094822
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