Purpose This paper aims to identify various macroeconomic variables that affect the stock
market performance of developed and emerging economies. It also investigates the effect of …

In the wake of steadily declining oil prices, the naira-dollar (Nigeria-US) exchange rate came
under severe pressure, leading to extreme volatility in the foreign exchange rate. This study …

The application of entropy in finance can be regarded as the extension of information
entropy and probability theory. In this article we apply the concept of entropy for underlying …

The Lagrange multiplier (LM) principle is used to study the causality in variance and the
relationships between the stock indexes and exchange rates of Brazil, Russia, India, and …

In this study, the relationship between exchange rates and stock market indices in Turkey,
Japan and England was analysed by using the time varying causality test. First, by the …

Commodities play a vital role in the development of emerging economies, like India. From
this perspective, the study presents dynamic correlation in the prices of gold, crude oil …

We analyse the dynamics of the causal interaction between the stock and foreign exchange
markets for the United Kingdom using monthly data going as far back as 1791. First, we …

Purpose This paper examines the causal relationship between stock market performance
and foreign exchange market in Egypt over the period 2009–2016. The study period is …

The dynamic linkages between emerging Asian stock market indices and developed stock
market index are examined in this study. Asian stock markets attract huge inflows of portfolio …

The present study examines the effect of moments of crude oil prices including the variance,
skewness and kurtosis, on the returns of the Dow Jones Sustainability Index (DJSI) of the …