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Stock market a proxy for oil prices : a focus on the Nigerian economy

Chaudary, Samra; Nisar, Sehrish; Talat, Amina; … - In: Pakistan journal of commerce and social sciences 8 (2014) 3, pp. 780-797

This research unearths the jolts in oil prices that has effect on the actual stock returns in Nigeria over 2001-2011 using multivariate regression models. Variables ranging from altering oil prices, changes in stock returns, changes in exchange rates and altering world market index were...

Persistent link: https://www.econbiz.de/10011927374

Nexus between exchange rate volatility and oil price fluctuations : evidence from Pakistan

Ahmed, Rabia; Qaiser, Imran; Yaseen, Muhammad Rizwan - In: Pakistan journal of commerce and social sciences 10 (2016) 1, pp. 122-148

Exchange Rate and analyze the impact of Real Oil Price Volatility on Real Exchange Rate Volatility in Pakistan over 1983-Q1 to … exchange reserves volatility, CPI volatility and Real Oil Price Volatility have positive and NEWS has a negative effect on Real … Exchange Rate Volatility. Volatility results through EGARCH (1, 1) shows the presence of leverage effect in Real Oil Price …

Persistent link: https://www.econbiz.de/10011929215

Dynamics of Canadian oil price and its impact on exchange rate and stock market

Alzyoud, Hussein; Wang, Eric Zengxiang; Basso, Michael Glenn - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 107-114

Persistent link: https://www.econbiz.de/10011881295

Does firms have impact of currency appreciation and currency volatility on market shares? : study of selected financial and non-financial firms of India

Soni, Rashmi - In: Theoretical economics letters 8 (2018) 5, pp. 1004-1017

Persistent link: https://www.econbiz.de/10011882522

The impact of oil revenue shocks on the volatility of Iran's stock market return

Davoudi, Sina; Fazlzadeh, Alireza; Fallahi, Firouz; … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 2, pp. 102-110

Persistent link: https://www.econbiz.de/10011861839

GARCH modelling of cryptocurrencies

Chu, Jeffrey; Chan, Stephen; Nadarajah, Saralees; … - In: Journal of risk and financial management : JRFM 10 (2017) 4, pp. 1-15

With the exception of Bitcoin, there appears to be little or no literature on GARCH modelling of cryptocurrencies. This paper provides the first GARCH modelling of the seven most popular cryptocurrencies. Twelve GARCH models are fitted to each cryptocurrency, and their fits are assessed in terms...

Persistent link: https://www.econbiz.de/10011854856

Modelling volatility of the exchange rate of the Naira to major currencies

David, Reuben O.; Dikko, Hussaini G.; Gulumbe, Shehu U. - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-29

-a-vis four other currencies. The impact of exogenous variables in modelling volatility is considered using both the GARCH (1 … indicate that the majority of the parameters are significant and that volatility is quite persistent. Furthermore, the results …

Persistent link: https://www.econbiz.de/10011661515

Empirical study of scapegoat theory paradigm in the exchange rate variable in the ASEAN 5

Wardhono, Adhitya; Arisandi, Dwi; Nasir, M. Abd. - In: International economic journal 32 (2018) 1, pp. 102-119

Persistent link: https://www.econbiz.de/10011891381

Stock prices and exchange rate dynamics in Nigeria : an asymmetric perspective

Effiong, Ekpeno L.; Bassey, Godwin E. - In: Journal of international trade & economic development : … 28 (2019) 3, pp. 299-316

Persistent link: https://www.econbiz.de/10012203599

Can oil and precious metal price forecast exchange and interest rate movement in Bangladesh?

Kumar Das, Debasish; Dutta, Champa Bati - In: Journal of international trade & economic development : … 29 (2020) 2, pp. 181-198

Persistent link: https://www.econbiz.de/10012203688