On the relationship between economic policy uncertainty, geopolitical risk and stock market returns in South Korea: a quantile causality analysis

TS Adebayo, SS Akadiri, H Rjoub - Annals of Financial Economics, 2022 - World Scientific
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 …

Asymmetric impact of multifarious exchange rate shocks on stock prices: Fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach

JC Odionye, N Emmanuel O, AC Odo… - The Journal of …, 2024 - Taylor & Francis
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 …

The impact of exchange rates on Turkish imports and exports

W Thorbecke, A Sengonul - International Economics, 2023 - Elsevier
The Turkish lira has depreciated by 200% between 2012 and 2022. We investigate how
exchange rates affect Turkish imports and exports. Nonlinear autoregressive distributed lag …

A Two-Stage Analysis of Interaction Between Stock and Exchange Rate Markets: Evidence from Turkey

MA Faisal, M Donduran - Annals of Data Science, 2024 - Springer
In this study, we use a novel approach to explore possible connections between foreign
exchange and stock returns using Turkish financial data from 2005 to 2022. Our method …

Impact of Macroeconomic Variables on Stock Market Price Levels: Evidence from the Philippines

B Sajor, A Ulla, AC Pizzaro-Uy - Journal of Economics …, 2023 - al-kindipublisher.com
The study investigates the short and long-run relationship between the Philippine Stock
Exchange Index and macroeconomic variables interest rate, foreign direct investment (FDI) …

Effect of exchange rate on stock market performance in Nigeria

O FAPETU, KO DARAMOLA, PA ADEWUMI… - Fuoye Journal of …, 2023 - fuoye-jmie.com
The purpose of the study is to examine the effect of the exchange rate on the stock market
before and during the coronavirus pandemic era. The study is a comparative study that …

The Effects of Macroeconomic Variables on the BIST 100 Index: ARDL and NARDL Approaches

M Algoni, M Ivrendi - International Journal of Public Finance, 2024 - dergipark.org.tr
The objective of this research is to analyse the signal, magnitude, and significance of both
symmetric and asymmetric effects of interest rate, taxes, exchange rate, oil price, and gold …

Macroeconomic Determinants of the Brazilian Stock Market: An Autoregressive Distributed Lag Approach

ER Vieira, GS Ferrando - Open Journal of Business and Management, 2024 - scirp.org
The purpose of this study is to analyze the influence of macroeconomic variables on the
performance of the Brazilian stock market between January 2010 and May 2024. The …

[PDF][PDF] The Impact of Exchange Rates on the Turkish Economy (Revised)

W THORBECKE, A SENGONUL - turconomix.org
The Turkish lira depreciated by 200% against the US dollar and the euro between 2012 and
2022. We investigate how depreciations affect Turkish imports, exports, and stock prices. We …