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The impact of own-country, USA and China's economic policy uncertainty on stock market returns : evidence from war, epidemic and financial crisis periods
Guenichi, Hassen; Khalfaoui, Hamdi; Chouaibi, Néjib - In: International journal of sustainable economy : IJSE 13 (2021) 2, pp. 126-149
Persistent link: https://www.econbiz.de/10012533215
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Asian stock markets, US economic policy uncertainty and US macro-shocks
Donadelli, Michael - In: New Zealand economic papers 49 (2015) 2, pp. 103-133
Persistent link: https://www.econbiz.de/10011405080
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Macroeconomic variables, volatility and stock market returns : a case of Nairobi securities exchange, Kenya
Kirui, Evans; Wawire, Nelson H. Were; Onono, Perez O. - In: International journal of economics and finance 6 (2014) 8, pp. 214-228
Persistent link: https://www.econbiz.de/10010399764
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Monetary policy and stock returns under the MPC and inflation targeting
Chortareas, Georgios E.; Noikokyris, Emmanouil - In: International review of financial analysis 31 (2014), pp. 109-116
Persistent link: https://www.econbiz.de/10010461531
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Oil price shocks and stock returns nexus for Malaysia : fresh evidence from nonlinear ARDL test
Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: Energy reports 4 (2018), pp. 624-637
In this research, we examined whether appreciation and depreciation in oil price, interest rate, exchange rate, industrial production, and inflation have the same effects on the stock market returns by using nonlinear autoregressive distributed lag (nonlinear ARDL). All nine economic sectors and...
Persistent link: https://www.econbiz.de/10011959478
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A generalized autoregressive conditional heteroskedasticity model of the impact of macroeconomic factors on stock returns : empirical evidence from the Nigerian stock market
Nkoro, Emeka; Uko, Aham Kelvin - In: International journal of financial research 4 (2013) 4, pp. 38-51
Persistent link: https://www.econbiz.de/10010205752
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COVID-19 pandemic, stock returns, and volatility : the role of the vaccination program in Canada
Apergēs, Nikolaos; Mustafa, Ghulam; Malik, Shafaq - In: Applied economics 54 (2022) 42, pp. 4825-4838
Persistent link: https://www.econbiz.de/10013411045
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Re-examining oil price-stock market returns nexus in Nigeria using a two-stage Markov regime switching approach
Raifu, Isiaka Akande; Oshota, Sebil Olalekan - In: International journal of energy sector management 17 (2023) 3, pp. 489-509
Persistent link: https://www.econbiz.de/10014317791
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Economic policy uncertainty, oil price volatility and stock market returns : evidence from a nonlinear model
Liu, Xiaojun; Wang, Yunyuan; Du, Wanying; Ma, Yong - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013539015
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Equity market contagion in return volatility during Euro Zone and global financial crises : evidence from FIMACH model
Quoreshi, A. M. M. Shahiduzzaman; Uddin, Reaz; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/94, pp. 1-18
volatility, which has not been studied earlier. The study examines squared stock index returns of equity in 35 markets, including … of volatility. Results from the conditional heteroskedasticity long memory model show the evidence of long memory in the …
Persistent link: https://www.econbiz.de/10012022043