عنوان فارسی مقاله: اثرسرریز نوسانات بین بازده سهام و تغییرات نرخ ارز: شواهد از سه کشور سارک
عنوان انگلیسی مقاله:
فهرست مطالب
Volatility Spillovers between Stock Returns and Foreign Exchange Rate changes: Evidence from Three SAARC Countries
Introduction
Empirical Evidence
Aim of Study
Implication
Literature Review
Data
Methodology
Empirical Results
Results of Augmented Dickey Fuller Test
Cointegration Results: Long term relationship and ADF test on residuals
EGARCH Estimation
Conclusion
References
بخشی از مقاله
Literature Review
Flow oriented models [Dornbusch and Fisher (1980)]
This model posits that currency movements affect international competitiveness and balance of trade positions and consequently, the real output of the country, which in turn, affects the current and future expected cash flows of firms and their stock prices.
کلمات کلیدی:
Volatility spillovers between stock returns and exchange rate changes ...https://kar.kent.ac.uk/41174/by A Kanas - 2000 - Cited by 270 - Related articlesJul 8, 2015 - Kanas, Angelos (2000) Volatility spillovers between stock returns and exchange rate changes: International evidence. Journal of Business ...[PPT]Volatility Spillovers between Stock Returns and Foreign Exchange ...www.umt.edu.pk/.../Volatility%20Spillovers%20between%20Stock%20Returns%20an...Volatility Spillovers between Stock Returns and Foreign Exchange Rate changes: Evidence from Three SAARC Countries. By. Qurat-ul-ann Azmat.[PDF]Volatility Spillovers between Stock Market Returns and ... - MSSANZhttps://www.mssanz.org.au/MODSIM07/papers/40.../VolatilitySpilloverss2_Choi_.pdfafter, i.e., volatility spillovers between exchange rate changes and stock market returns change over time. 1. INTRODUCTION. International equity investments ...[PDF]Volatility spillovers between stock prices and exchange ... - Arrow@DITarrow.dit.ie/cgi/viewcontent.cgi?article=1000&context=buschacconby L Morales - 2006 - Cited by 2 - Related articlesDec 18, 2006 - Morales, L., O'Donnell, M.: Volatility spillovers between stock prices and exchange rates: .... foreign exchange markets for the G-7 countries.[PDF]Volatility Spillover between Stock and Foreign Exchange Marketswww.craig.csufresno.edu/ijb/Volumes/Volume%2012/V123-5.pdfby AK Mishra - 2007 - Cited by 59 - Related articlesexplores volatility spillovers between the Indian stock and foreign exchange markets. .... volatility spillovers from exchange rate changes to stock returns are ...Volatility Spillovers between New Zealand Stock Market Returns and ...researchcommons.waikato.ac.nz/handle/10289/3988by DFS Choi - 2009 - Cited by 24 - Related articlesChoi, D.F.S., Fang, V. & Fu, T.Y. (2009). Volatility Spillovers between New Zealand Stock Market Returns and Exchange Rate Changes before and after the 1997 ...[PDF]1 Return and Volatility Spillovers Between Large and Small Stocks in ...https://ore.exeter.ac.uk/repository/bitstream/handle/10036/22100/0609.pdf?...1by RDF Harris - 2005 - Cited by 44 - Related articlesThis paper investigates return and volatility spillover effects between the FTSE 100, ..... The large negative returns in international equity markets during the.[PDF]Return & Volatility Spillovers between the foreign ... - Editorial Expresshttps://editorialexpress.com/cgi-bin/conference/download.cgi?db_name...paper...Return & Volatility Spillovers between the foreign exchange market and the ... changes in stock prices affect investors' wealth and the demand for money, which.
