On the relationship between economic policy uncertainty, geopolitical risk and stock market returns in South Korea: a quantile causality analysis
In this research, we assess the influence of geopolitical risk (GPR), exchange rate (EXCH)
and economic policy uncertainty (EPU) on South Korea stock market. Using monthly dataset …
and economic policy uncertainty (EPU) on South Korea stock market. Using monthly dataset …
Symmetric and asymmetric effects of crude oil price and exchange rate on stock market performance in Nigeria: Evidence from multiple structural break and NARDL …
This study explores the linear and non-linear impact of Nigeria's oil price and exchange rate
on stock market performance from January 1995 to December 2019 using the non-linear …
on stock market performance from January 1995 to December 2019 using the non-linear …
Exchange rate and stock prices volatility connectedness and spillover during pandemic induced-crises: Evidence from BRICS countries
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 …
in Brazil, Russia, India, China, and South Africa (BRICS) during pandemic-induced crises …
Is stock market in Sub-Saharan Africa resilient to health shocks?
Purpose This paper aims to examine the impact of health and other exogenous shocks on
stock markets in Africa. Particularly, the authors examined the resilience of the major stock …
stock markets in Africa. Particularly, the authors examined the resilience of the major stock …
Asymmetric impact of multifarious exchange rate shocks on stock prices: Fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach
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 …
magnitude of changes. This study, therefore, examines the asymmetric impact of multifarious …
Vulnerability of a developing stock market to openness: One-way return and volatility transmissions
Drawing from two independent literature sources on vulnerability and stock price volatility,
we show that the high magnitude and persistence of stock return volatility evident in the …
we show that the high magnitude and persistence of stock return volatility evident in the …
Dependence between foreign trade performance and exchange rate volatility: Panel ARDL approach
M Abimbola Oyinlola, O Adeniyi… - Croatian Review of …, 2023 - hrcak.srce.hr
Sažetak The purpose of this study is to analyse the influence of exchange rate shocks on
foreign trade (exports and imports) of fifteen economies within the ECOWAS sub-region. To …
foreign trade (exports and imports) of fifteen economies within the ECOWAS sub-region. To …
Economic policy uncertainty and exchange market pressure in Nigeria: a quantile regression analysis
The present study examines the relationship between economic policy uncertainty (EPU)
and exchange market pressure (EMP) in Nigeria using the quantile regression econometric …
and exchange market pressure (EMP) in Nigeria using the quantile regression econometric …
[PDF][PDF] Macroeconomic determinants of manufacturing sector performance in Nigeria: an asymmetric non-linear approach
O Adelowokan, MO Olanrewaju Oduola… - Iranian Sociological …, 2020 - journals.srbiau.ac.ir
This study investigates the responsiveness of manufacturing sector performance to major
macroeconomic determinants in Nigeria, covering the period between 1981 and 2018. It …
macroeconomic determinants in Nigeria, covering the period between 1981 and 2018. It …
Real Exchange Rate Shocks and Export-Oriented Businesses in Iran: An Empirical Analysis Using NARDL Model
A Saadati, Z Honarmandi, S Zarei - Iranian Economic Review, 2022 - ier.ut.ac.ir
In this paper by applying the NARDL approach, we revisit the “fear of appreciation”
hypothesis in the case of Iran by analyzing the effects of exchange rate shocks (both …
hypothesis in the case of Iran by analyzing the effects of exchange rate shocks (both …