Exchange rate and stock prices volatility connectedness and spillover during pandemic induced-crises: Evidence from BRICS countries

M Hussain, U Bashir, RU Rehman - Asia-Pacific Financial Markets, 2024 - Springer
This paper investigated exchange rate and stock price volatility connectedness and spillover
in Brazil, Russia, India, China, and South Africa (BRICS) during pandemic-induced crises …

Asymmetric impact of multifarious exchange rate shocks on stock prices: Fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach

JC Odionye, N Emmanuel O, AC Odo… - The Journal of …, 2024 - Taylor & Francis
Exchange rate extreme shocks affect stock prices differently, depending on the sign and the
magnitude of changes. This study, therefore, examines the asymmetric impact of multifarious …

Stock market prices and exchange rates in Nigeria: insights from a nonlinear and asymmetric analysis

JT Dada, CO Olaniyi, EO Awoleye… - … Journal of Business …, 2024 - inderscienceonline.com
This study examines the asymmetric structure (good and bad news) inherent in both stock
market prices and exchange rates in Nigeria by using monthly data between January 1986 …

Impact of khartoum stock exchange market performance on economic growth: An autoregressive distributed lag ARDL bounds testing model

T Elhassan, B Braima - Economies, 2020 - mdpi.com
This study examines the impact of the Khartoum Stock Exchange market performance on
economic growth in Sudan from Q1 1995 to Q4 2018. The data were collected from the …

Exchange Rates And Stock Market Dynamics: Islamic Versus Conventional Financial Systems

R El Khoury, MM Alshater, H Alqaralleh - Journal of Islamic Monetary …, 2024 - jimf-bi.org
This study investigates the changes and persistence in dynamic connectedness between
stock market performance and exchange rate fluctuations, comparing conventional and …

Impact of Macroeconomic Variables on Stock Market Price Levels: Evidence from the Philippines

B Sajor, A Ulla, AC Pizzaro-Uy - Journal of Economics …, 2023 - al-kindipublisher.com
The study investigates the short and long-run relationship between the Philippine Stock
Exchange Index and macroeconomic variables interest rate, foreign direct investment (FDI) …

[PDF][PDF] EFFECT OF EXCHANGE RATES ON STOCK PRICES IN DIFFERENT STRUCTURAL BREAK PERIODS: EVIDENCE FROM SRI LANKA

ALM Jameel, KLL Teng - Academy of Entrepreneurship Journal, 2021 - researchgate.net
The growth of integration and international trade and financial liberalization has brought
significant attention from academics, economists, investors, managers and policymakers to …