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The Impact of the Exchange Rate Volatilities on Stock Markets Dynamics: Evidence from Tunisia and Turkey
16 references·0 citing·44 second hopsampled
The Impact of the Exchange Rate Volatilities on Stock Markets Dynamics: Evidence from Tunisia and Turkey (2018)The Impact of the Exchange Rate Volatilit…Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices (2017)Cointegration and nonlinear c…Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)Dynamic linkages among oil pr…Do exchange rate changes have symmetric or asymmetric effects on stock prices? (2016)Do exchange rate changes have…Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis (2015)Spillover effects between exc…Forecasting volatility of the U.S. oil market (2014)Forecasting volatility of the…The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach (2012)The relationship between stoc…Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011)Stock market volatility and e…Dynamic relationship between exchange rate and stock price: Evidence from China (2009)Dynamic relationship between …Do state borders matter for U.S. intranational trade? The role of history and internal migration (2007)Do state borders matter for U…Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries (2002)Stock Prices and Exchange Rat…The Role of the Exchange Rate in Monetary-Policy Rules (2001)The Role of the Exchange Rate…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's (2000)Exchange-Rate Volatility and …Exchange Rates and Oil Prices (1998)Exchange Rates and Oil PricesWhy Not Diversify Internationally Rather Than Domestically? (1995)Why Not Diversify Internation…Stock prices and the effective exchange rate of the dollar (1992)Stock prices and the effectiv…Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Exchange rate volatility and trade flows: a review article (2007)Energy consumption, economic growth and carbon emissions: Cointegration and causality evidence from selected African countries (2016)Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach (2017)American Economic Review (2019)Autoregressive modelling and money-income causality detection (1981)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)THE BANGLADESH DEVELOPMENT STUDIES (2009)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Introductory Econometrics for Finance (2008)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Discretion versus policy rules in practice (1993)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Do central banks respond to exchange rate movements? A structural investigation (2007)Asymmetric volatility connectedness on the forex market (2017)Exchange Arrangements Entering the 21st Century: Which Anchor Will Hold? (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the relation between stock prices and exchange rates: a review article (2015)The analysis of household surveys (1997)Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes (2019)Does crude oil price stimulate economic policy uncertainty in BRICS? (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico (2019)Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak (2021)Generalized impulse response analysis in linear multivariate models (1998)Bounds testing approaches to the analysis of level relationships (2001)Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach (2019)Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach (2019)Comparing Predictive Accuracy (1994)Investor sentiment and the price of oil (2017)Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models (2019)Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy (2008)Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates (2015)The impact of oil shocks on exchange rates: A Markov-switching approach (2015)
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References

  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 2001The Role of the Exchange Rate in Monetary-Policy Rules631 cited
  • 2000Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's517 cited
  • 1992Stock prices and the effective exchange rate of the dollar489 cited
  • 2016Dynamic linkages among oil price, gold price, exchange rate, and stock market in India367 cited
  • 1998Exchange Rates and Oil Prices303 cited
  • 2009Dynamic relationship between exchange rate and stock price: Evidence from China262 cited
  • 2014Forecasting volatility of the U.S. oil market248 cited
  • 2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices242 cited
  • 2012The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach236 cited
  • 2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach233 cited
  • 2015Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis170 cited
  • 2002Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries163 cited
  • 2016Do exchange rate changes have symmetric or asymmetric effects on stock prices?

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159 cited
  • 1995Why Not Diversify Internationally Rather Than Domestically?125 cited
  • 2007Do state borders matter for U.S. intranational trade? The role of history and internal migration106 cited
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