Cementing the Asymmetric Confluence of Exchange Rate and Stock Prices: NARDL Modeling for Kuwait
نویسندگان
چکیده
منابع مشابه
Asymmetric Effect of Exchange Rate Risk on the Stock Index of Export-Oriented Industries Using the NARDL Model
Studying currency shocks impact on the stock market could be beneficial regarding to exchange rate fluctuations caused by various exchange policies in recent years. Therefore symmetrical or asymmetrical impacts of negative and positive dollar shockwaves in the market on indexes of chemical and basic metals industry are under investigation by weekly data collected since 2006 up to 2016 as these ...
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The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional Heteroskedastic (GARCH), and then the effect of these fluctuations on the Stock index of Tehran Stock Exchange was estimated using the Generalized...
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The effect of government size on yields and stock prices in the Tehran Stock Exchange
Without government intervention, grow and achieve high levels of economic wealth is not achievable. Communities where a relatively high level of economic activity has been monopolized by the state, due to bureaucracy, rent-seeking, corruption and inefficiency, have failed to achieve significant economic growth. Easier to say that the involvement of zero or one hundred percent of the state's eco...
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Stock market represents an essential part of the economy in the Middle East, it is significant for shareholders and investors to estimate the stock price and select the best trading opportunity accurately in advance. This paper utilizes artificial neural network in the modeling of stock market exchange prices. The network was trained using supervised learning. Simulation was conducted for seven...
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ژورنال
عنوان ژورنال: Cankiri Karatekin Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi
سال: 2020
ISSN: 1308-5549
DOI: 10.18074/ckuiibfd.636490