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IMPACT OF INTEREST RATE, EXCHANGE RATE AND INFLATION ON STOCK RETURNS OF KSE 100 INDEX
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IMPACT OF INTEREST RATE, EXCHANGE RATE AND INFLATION ON STOCK RETURNS OF KSE 100 INDEX (2012)IMPACT OF INTEREST RATE, EXCHANGE RATE AN…Does inflation have an impact on stock returns and volatility? Evidence from Nigeria and Ghana (2011)Does inflation have an impact…The relationships between stock market capitalization rate and interest rate: Evidence from Jordan (2010)The relationships between sto…Output, the Stock Market, and Interest Rates (2007)Output, the Stock Market, and…Exchange Rates and Monetary Policy in Emerging Market Economies (2006)Exchange Rates and Monetary P…Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries (2002)Stock Prices and Exchange Rat…Asymmetric Effects of Interest Rate Changes on Stock Prices (2000)Asymmetric Effects of Interes…The Exchange-Rate Risk Exposure of Asset Returns (1997)The Exchange-Rate Risk Exposu…The sensitivity of bank stock returns to market, interest and exchange rate risks (1992)The sensitivity of bank stock…Stock returns and inflation (1987)Stock returns and inflationInflation and Real Interest (1963)Inflation and Real InterestWealth, Saving, and the Rate of Interest (1951)Anticipated Shocks and Exchange Rate Dynamics (1979)Output and unemployment dynamics in the United States: 1950–1985 (1989)Fiscal Policy with Noncontingent Debt and the Optimal Maturity Structure (2002)The Stock Market's Reaction to Unemployment News: 'Why Bad News is Usually Good for Stocks' (2003)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Impact of the federal open market committee's meetings and scheduled macroeconomic news on stock market uncertainty (2004)Asymmetric monetary policy effects on cryptocurrency markets (2019)Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets (2020)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)The exchange rate exposure of U.S. and Japanese banking institutions (1997)Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model (1998)Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets (2006)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Business conditions and expected returns on stocks and bonds (1989)Stock Returns, Expected Returns, and Real Activity (1990)Stock prices and exchange rate dynamics (2005)Offshore Activities and Financial vs Operational Hedging (2014)Downside and upside risk spillovers between exchange rates and stock prices (2015)Stock Returns and the Term Structure (1985)World investment report 2001: Promoting linkages (2003)Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries (2009)Measuring relative development level of stock markets: Capacity and effort of countries (2014)The performance of the Broad Based Black Economic Empowerment compliant listed property firms in South Africa (2016)Asset returns and inflation (1977)Time Series Analysis: Forecasting and Control (1977)Stock Returns, Real Activity, Inflation, and Money (1981)Economic Significance of Predictable Variations in Stock Index Returns (1989)Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns (1994)The Presidential Puzzle: Political Cycles and the Stock Market (2003)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Measuring and Testing the Impact of News on Volatility (1993)Modeling Asymmetric Volatility in the Nigerian Stock Exchange (2012)Stock Market Development, Foreign Direct Investment and Macroeconomic Stability: Evidence from Nigeria (2014)Gender diversity in the governance of the Nigerian securities market (2015)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Dynamic Relationship between Stock Prices and Exchange Rates: Evidence from Three South Asian Countries (2009)A Study of Exchange Rates Movement and Stock Market Volatility (2010)Causal relationship between macro-economic indicators and stock exchange prices in Pakistan (2010)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)External Constraints on Monetary Policy and the Financial Accelerator (2007)Remittances and the Dutch disease (2009)Financial Exchange Rates and International Currency Exposures (2010)Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (1992)The Political Economy of Central Bank Independence (1995)The Term Structure of Real Rates and Expected Inflation (2007)
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References

  • 1963Inflation and Real Interest720 cited
  • 1987Stock returns and inflation426 cited
  • 2006Exchange Rates and Monetary Policy in Emerging Market Economies389 cited
  • 2007Output, the Stock Market, and Interest Rates383 cited
  • 1997The Exchange-Rate Risk Exposure of Asset Returns336 cited
  • 1992The sensitivity of bank stock returns to market, interest and exchange rate risks251 cited
  • 2002Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries163 cited
  • 2000Asymmetric Effects of Interest Rate Changes on Stock Prices100 cited
  • 2011Does inflation have an impact on stock returns and volatility? Evidence from Nigeria and Ghana42 cited
  • 2010The relationships between stock market capitalization rate and interest rate: Evidence from Jordan29 cited

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