Oil, gold, US dollar and stock market interdependencies: a global analytical insight

M Arfaoui, A Ben Rejeb - European Journal of Management and …, 2017 - emerald.com
Purpose The purpose of this paper is to examine, in a global perspective, the oil, gold, US
dollar and stock prices interdependencies and to identify instantaneously direct and indirect …

Dynamic connectedness and portfolio strategies: Energy and metal markets

PE Mandacı, EÇ Cagli, D Taşkın - Resources Policy, 2020 - Elsevier
In this paper, we investigate the volatility spillover effect among the global commodity futures
(including both energy and metal futures; global stock markets (covering both Developed …

Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan

M Akbar, F Iqbal, F Noor - Resources Policy, 2019 - Elsevier
Understanding of complex relationships among economic variables has much significance
for investors, researchers and policy makers alike. This study is conducted to examine …

Pengaruh harga emas dan minyak dunia terhadap Indeks Harga Saham Gabungan (IHSG) periode 2016-2019

A Basit - REVENUE: Jurnal Manajemen Bisnis Islam, 2020 - ejournal.radenintan.ac.id
Tujuan penelitian ini untuk mengetahui pengaruh harga emas dan minyak dunia terhadap
indeks harga saham gabungan (IHSG) periode 2016-2019. Penelitian ini merupakan …

[PDF][PDF] Gold price volatility and stock market returns in India

PK Mishra, JR Das, SK Mishra - American Journal of Scientific …, 2010 - researchgate.net
The study of the capital market of a country in terms of a wide range of macroeconomic and
financial variables has been the subject matter of many researches since last few decades …

Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations

MK Khan, JZ Teng, MI Khan… - International Journal of …, 2023 - Wiley Online Library
This research investigates the impact of oil prices, gold prices and exchange rate on
Shanghai stock exchange returns. In this study, we used monthly time series data from …

[PDF][PDF] The impact of domestic gold price on stock price indices-An empirical study of Indian stock exchanges

A Bhunia, S Mukhuti - Universal Journal of Marketing and Business …, 2013 - academia.edu
The present research paper examines the impact of domestic gold price on stock price
indices in India for the period for the period from 2nd January, 1991 to 10th August, 2012 …

Gold price, stock price and exchange rate nexus: The case of India

S Palamalai, K Prakasam - Srinivasan P. and Karthigai, P.(2014) …, 2015 - papers.ssrn.com
The paper investigates the causal nexus between gold price, stock price and exchange rate
in India using Autoregressive Distributed Lag (ARDL) bounds testing approach and Granger …

Do gold prices respond to real interest rates? Evidence from the Bayesian Markov Switching VECM model

N Apergis, A Cooray, N Khraief, I Apergis - Journal of international financial …, 2019 - Elsevier
The goal of this paper is to examine the transmission dynamics between the real interest
rate and gold prices in the G7. The methodology follows the Bayesian Markov-Switching …

[PDF][PDF] Causal Relationship Between Stock Market Indices and Gold Price: Evidence from India.

SA Patel - IUP Journal of Applied Finance, 2013 - researchgate.net
Stock market plays an important role in the development of an economy. It facilitates
mobilization of funds across the economy—from surplus units to deficit units. The escalation …