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 …
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 …
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 …
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 …
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) …
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 …
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
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 …
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 …
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 …
2022. We investigate how depreciations affect Turkish imports, exports, and stock prices. We …