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Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries

Chkir, Imed Eddine; Guesmi, Khaled; Brayek, Angham Ben; … - In: Research in international business and finance 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012581526

Assessing the predictive ability of sovereign default risk on exchange rate returns

Foroni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara - In: Journal of international money and finance 81 (2018), pp. 242-264

Persistent link: https://www.econbiz.de/10012000048

Do macroeconomic volatilities affect stock price volatility in Pakistan? : an empirical assessment using firm-level data

Rashid, Abdul; Rauf, Rashid; Imran, Muhammad - In: Pakistan journal of applied economics : PJAE 32 (2022) 2, pp. 145-168

Persistent link: https://www.econbiz.de/10014449798

Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach

Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: Research in international business and finance 50 (2019), pp. 106-133

Persistent link: https://www.econbiz.de/10012177033

The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets

Mili, Mehdi - In: Research in international business and finance 48 (2019), pp. 187-200

Persistent link: https://www.econbiz.de/10012135869

Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis

Massaporn Cheuathonghua; De Boyrie, Maria E.; Pavlova, … - In: International review of financial analysis 80 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013366188

What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?

Feng, Qianqian; Wang, Yijing; Sun, Xiaolei; Li, Jianping; … - In: Global finance journal 56 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014478959

U.S. stock markets and the role of real interest rates

Huang, Wanling; Mollick, André Varella; Nguyen Khoa Huu - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 231-242

Persistent link: https://www.econbiz.de/10011627292

Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices : application of the unrestricted VAR

Tabash, Mosab I.; Asad, Muzaffar; Khan, Ather Azim; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-19

This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism...

Persistent link: https://www.econbiz.de/10014500356

Re-visiting exchange rate volatility : risk perception relation ; new evidence from Fourier tests

Kayhan, Selim; Bayat, Tayfur - In: Theoretical and applied economics : GAER review 30 (2023) 3/636, pp. 323-332

Persistent link: https://www.econbiz.de/10014584046