Search Results - subject:"Stock indexes"

Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange: Does global financial crisis matter?

Sheikh, Umaid A.; Asad, Muzaffar; Israr, Aqeel; Tabash, … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-24

relationship with stock indexes but CPI has a direct and significant relationship. However, after the 2008 economic crisis and for … a longer horizon, stock indexes have been impacted positively by money supply, and IR has formulated an inverse …

Persistent link: https://www.econbiz.de/10014001421

Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange : does global financial crisis matter?

Sheikh, Umaid A.; Asad, Muzaffar; Israr, Aqeel; Tabash, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10013179670

What drives the US stock market in the context of Covid-19 : fundamentals or investors' emotions?

Bourghelle, David; Grandin, Pascal; Jawadi, Fredj; … - In: Behavioral Finance and Asset Prices : The Influence of …, (pp. 195-214). 2023

Persistent link: https://www.econbiz.de/10014282559

Co-movement and causality dynamics linkages between conventional and Islamic stock indexes in Bangladesh: A wavelet analysis

Sahabuddin, Mohammad; Hassan, Md. Farjin; Tabash, Mosab I. - In: Cogent Business & Management 9 (2022) 1, pp. 1-16

The study examines the co-movement and dynamic causality between conventional and Islamic stock indexes in Bangladesh …-movement and causality between variables. The results reveal that the co-movement between Islamic and conventional stock indexes is … conventional stock indexes and provide one more index for gaining portfolio diversification benefits among national and …

Persistent link: https://www.econbiz.de/10014505426

Do financial crises matter for nonlinear exchange rate and stock market cointegration? : a heterogeneous nonlinear panel data model with PMG approach

Tabash, Mosab I.; Sheikh, Umaid A.; Matar, Ali; Ahmed, Adel - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-22

The existing literature has explained the causality flow from the exchange rates toward the stock market without explaining the role of the economic crisis in effecting this nexus. This study examines the role of the financial crisis in affecting the nonlinear causality flowing from the exchange...

Persistent link: https://www.econbiz.de/10013545812

Co-movement and causality dynamics linkages between conventional and Islamic stock indexes in Bangladesh : a wavelet analysis

Sahabuddin, Mohammad; Hassan, Md. Farjin; Tabash, Mosab I. - In: Cogent business & management 9 (2022) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10014420479

Oil hedging with a multivariate semiparametric value-at-risk portfolio

Živkov, Dejan; Manić, Slavica; Đurašković, Jasmina; … - In: Borsa Istanbul Review 22 (2022) 6, pp. 1118-1131

Southeast Asian Nations) stock indexes and five more developed non-ASEAN indexes. The preliminary dynamic equicorrelation … estimates indicate that the ASEAN stock indexes are less integrated and thus potentially better for diversification purposes …

Persistent link: https://www.econbiz.de/10014305873

Market miracles: Resilience of Karachi stock exchange index against terrorism in Pakistan

Tabash, Mosab I.; Sheikh, Umaid A.; Asad, Muzaffar - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-23

Terrorism plays a pivotal role in influencing the stock indexes of many countries. This research article claims to be … first in accessing the asymmetrical effect of multiple categories of terroristic activities on stock indexes in the presence … out the asymmetrical relationship between terroristic disruptions and stock indexes. Data on terroristic attacks have been …

Persistent link: https://www.econbiz.de/10014001387

Do words hurt more than actions? The impact of trade tensions on financial markets

Ferrari, Massimo Minesso; Kurcz, Frederik; Pagliari, … - 2020

In this paper, we apply textual analysis and machine learning algorithms to construct an index capturing trade tensions between US and China. Our indicator matches well-known events in the US-China trade dispute and is exogenous to the developments on global financial markets. By means of local...

Persistent link: https://www.econbiz.de/10012422152

Generalized hyperbolic distribution and portfolio efficiency in energy and stock markets of BRIC countries

Núñez-Mora, José Antonio; Sánchez-Ruenes, Eduardo - In: International Journal of Financial Studies 8 (2020) 4, pp. 1-14

Oil, also called black gold, is considered as the commodity which has the greatest impact on the world's economy, and it has been studied in terms of its relationship and effects on macroeconomic variables such as Gross Domestic Product (GDP), inflation, trade balance, exchange rate and some...

Persistent link: https://www.econbiz.de/10013200313