Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the …
S Chancharat, P Sinlapates - Finance Research Letters, 2023 - Elsevier
This research studies WTI crude oil and stock price dynamics in Australia, China, Indonesia,
India, Japan, Korea, Malaysia, New Zealand, the Philippines, Singapore, Thailand, and …
India, Japan, Korea, Malaysia, New Zealand, the Philippines, Singapore, Thailand, and …
Economic policy uncertainty and Indian equity sectors: a quantile regression approach
AK Sharma - Journal of Financial Economic Policy, 2024 - emerald.com
Purpose This paper aims to investigate the effect of economic policy uncertainty (EPU)
shocks on Indian equity market sectors. The effect of domestic (Indian) and foreign (USA) …
shocks on Indian equity market sectors. The effect of domestic (Indian) and foreign (USA) …
Asymmetric Effects of Uncertainty and Commodity Markets on Sustainable Stock in Seven Emerging Markets
P Nittayakamolphun, T Bejrananda… - Journal of Risk and …, 2024 - mdpi.com
The increase in global economic policy uncertainty (EPU), volatility or stock market
uncertainty (VIX), and geopolitical risk (GPR) has affected gold prices (GD), crude oil prices …
uncertainty (VIX), and geopolitical risk (GPR) has affected gold prices (GD), crude oil prices …
Asymmetric Effects of Economic Policy Uncertainty on Chinese Stock-Market Returns: Evidence from Advanced Quantile-Based Approaches
X Zhou, F Zhang, X Liu - Available at SSRN 4798909, 2024 - papers.ssrn.com
This paper investigates the asymmetric impact of economic policy uncertainty (EPU) on
stock returns in China from January 3, 2017, to December 30, 2022. To detect the …
stock returns in China from January 3, 2017, to December 30, 2022. To detect the …
[PDF][PDF] CHIAMAKA LUCY OKEKE
R NATIONS - … OF ECONOMICS AND ALLIED RESEARCH (JEAR), 2024 - researchgate.net
This study examines the relationship between oil shocks and stock market performance in
Nigeria, Egypt, South Africa, and Tunisia. The data covered the period from Q1: 2010 to Q4 …
Nigeria, Egypt, South Africa, and Tunisia. The data covered the period from Q1: 2010 to Q4 …
[PDF][PDF] The Asymmetric Effect of Oil Price Volatility on Inflation Rates in Algeria during the Period (1991-2021): An Empirical Study Using Nonlinear Autoregressive …
H Bouamra, N Boualleg… - Indian Journal of …, 2023 - ashwinanokha.com
This paper attempts to measure the response of inflation rates to changes in oil prices in the
Algerian economy for the period (1991-2021) using Nonlinear Autoregressive Distributed …
Algerian economy for the period (1991-2021) using Nonlinear Autoregressive Distributed …
Effect Of Exchange Rate On The Stock Returns Of Manufacturing Firms In Ghana
EE EPHRIM - 2023 - ir.ucc.edu.gh
The study examined the effect of exchange rate on the stock returns of manufacturing firms
in Ghana. The study aimed to investigate the potential asymmetric impact of exchange rate …
in Ghana. The study aimed to investigate the potential asymmetric impact of exchange rate …