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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

European gasoline markets : price transmission asymmetries in mean and variance

Torrado, María; Escribano, Álvaro - 2020

Persistent link: https://www.econbiz.de/10012158754

Real exchange rate volatility and exports : a study for four selected commodity exporting countries

Mordecki, Gabriela; Miranda, Ronald - In: Panoeconomicus 66 (2019) 4, pp. 411-437

Persistent link: https://www.econbiz.de/10012159409

The nonlinear dynamic relationship between stock prices and exchange rates in Asian countries

Sakemoto, Ryuta - In: International journal of financial research 8 (2017) 2, pp. 40-50

Persistent link: https://www.econbiz.de/10011779388

Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model

Dhaoui, Abderrazak; Chevallier, Julien; Ma, Feng - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10012507450

Oil price shocks and stock returns nexus for Malaysia : fresh evidence from nonlinear ARDL test

Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: Energy reports 4 (2018), pp. 624-637

distributed lag (nonlinear ARDL). All nine economic sectors and aggregate stock market are considered in this study. Moreover …

Persistent link: https://www.econbiz.de/10011959478

Impact of exchange rate volatility on exports : the case of Morocco

El Menyari, Younesse - In: African review of economics & finance : AREF : (a … 10 (2018) 1, pp. 108-135

Persistent link: https://www.econbiz.de/10011978754

Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests

Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - 2018

dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries …) to examine the presence of volatility spillover between oil prices and exchange rates return series. The econometric … rates, and ii) there is significant evidence of volatility spillovers from oil markets to exchange rate markets in the …

Persistent link: https://www.econbiz.de/10011897569

Interest rate dynamics and volatility transmission in the European short term interest rate market

Shaw, Frances; Murphy, Finbarr; O'Brien, Fergal - In: Journal of economics and finance 40 (2016) 4, pp. 754-772

Persistent link: https://www.econbiz.de/10011659069

Dynamic impact of interest rate volatility and spillover effect of the U.S. interest rate on banking sector development of Turkey : empirical evidence from cointegration and causal...

Almahadin, Hamed Ahmad; Tuna, Gulcay - In: Asia-Pacific journal of accounting & economics : … 26 (2019) 5, pp. 577-588

Persistent link: https://www.econbiz.de/10012174276