Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic

JB Kamal, M Wohar - International Economics, 2023 - Elsevier
In this paper, we study the impact of news and sentiments related to covid-19 on United
Kingdom (UK)'s stock returns from February 4, 2020 to December 7, 2020. Our results show …

Global Financial Market Spillovers to the Dhaka Stock Exchange: Strategic Insights From Trade‐Friendly Nations

T Borman, M Nahiduzzaman, BC Kuri… - Thunderbird …, 2024 - Wiley Online Library
This study explores the strategic implications of global financial market spillovers on the
Dhaka Stock Exchange (DSE), with a particular emphasis on the financial markets of …

SRI LANKAN STOCK MARKET VOLATILITY ANALYSIS: AN ARMA-GARCH APPROACH

IDW Samarawickrama… - Sri Lankan Journal of …, 2023 - journals.sjp.ac.lk
Beyond its role in capital generation, a stock market is emulated as a facet in economic
development indication. Sri Lankan stock market, the Colombo Stock Exchange (CSE) is a …

Dynamic dependence structure between chinese stock market returns and RMB exchange rates

R Li, Z Hu, S Li, K Yu - Emerging Markets Finance and Trade, 2019 - Taylor & Francis
This paper investigates the dynamic dependence structure between the Chinese stock
market and the real exchange rate of the Chinese renminbi (RMB) with unconditional and …

Portfolio selection based on predictive joint return distribution

C Jiang, X Ding, Q Xu, X Liu, Y Liu - Applied Economics, 2019 - Taylor & Francis
ABSTRACT A predictive joint return distribution can provide more useful information than
moment-based risk measures in portfolio selection. This article develops a D-vine copula …

[PDF][PDF] Relationship Between Exchange Rates And Kenya Stock Index Within The Context Of A Fluctuating Growth Rate And Political Environment

A Njuguna, P Nantharath, E Kang - Migration Letters, 2024 - researchgate.net
This study investigates the impact of fluctuating growth rates and politics on the relationship
between exchange rates and the Kenya Stock Index. By utilizing historical data from 2008 to …

Copula Analysis of Dependencies Between Extreme Exchange Rates and NSE20 Price Index

RW Ng'ethe, T Mageto, J Mungatu - … Journal of Data Science and Analysis, 2023 - ajisat.org
Exchange rates within an economy affect international trade as they influence the price of
goods and services sourced from another country and the attractiveness of the local produce …

[PDF][PDF] A study of interlinkage between foreign exchange and stock markets in India

S Chakraborty, B Goswami, M Hussain, A Karmakar - academia.edu
This paper seeks to delve into the intricate connection between India's stock market and
foreign exchange market. Employing Johansen cointegration test and Granger causality test …

Dependence structure between Renminbi movements and volatility of foreign exchange rate returns

WC Lai, KL Goh - China Report, 2021 - journals.sagepub.com
This article investigates the linkages of the movements in Renminbi (RMB) to volatility of
exchange rate returns of other currencies before and after the yuan devaluation on 11 …

[PDF][PDF] Dependence Structure between the TEHRAN Stock Exchange and the Derivatives Market of the IRAN Mercantile Exchange: Copula-GARCH Approach.

E FARZANEGAN - International Journal of Economics & …, 2018 - ijem.upm.edu.my
This paper attempts to analyze the dependence structure between returns on the Tehran
Stock Exchange (TEPIX) index and (Bahar-Azadi) Gold Coin Futures (GCF) during the …