, an estimation of volatility in the DAX is provided. Such estimation is then plugged into a quantile regression model …This paper addresses stock market volatility in Germany between 1991 and 2018. Through a GARCH model with leverage term … where potential economic determinants are analyzed. The results suggest that stock market volatility in Germany reached its …

This study aimed to evaluate the conditional effect of exchange rate volatility on stock prices and returns in the … reactive to abrupt exchange rate fluctuations, immediate shifts in inflation, and money supply variations. The short … aligns with the results of earlier studies. Stock prices rose in response to an increase in the inflation rate across the …