Dynamic impact of Gold Prices, Oil Prices and Exchange Rate on Stock Market Performance: A Case of Pakistan’s Stock Exchange (KSE 100 Index)

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Impact of Oil and Gold Prices’ Shock on Tehran Stock Exchange: A Copula Approach

There are several researches that deal with the behavior of SEs and their relationships with different economical factors. These range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. This article considers the impact of oil and gold price on Tehran Stock Exchange market (TSE). Oil and gold are two factors that are essential for the ...

متن کامل

Factors Affecting Stock Prices: a Case Study of Karachi Stock Exchange (kse)

This study examines the company internal factors and macro-economic variables affecting stock prices in the Karachi Stock Exchange of Pakistan. Internal factors are earnings per share and dividend per share. The macro-economic variables are represented by the money supply, consumer price index, interest rates, and gross domestic product. A sample of 15 companies is selected from the financial s...

متن کامل

the impact of oil and gold prices’ shock on tehran stock exchange: a copula approach

there are several researches that deal with the behavior of ses and their relationships with different economical factors. these range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. this article considers the impact of oil and gold price on tehran stock exchange market (tse). oil and gold are two factors that are essential for the ...

متن کامل

conditional copula-garch methods for value at risk of portfolio: the case of tehran stock exchange market

ارزش در معرض ریسک یکی از مهمترین معیارهای اندازه گیری ریسک در بنگاه های اقتصادی می باشد. برآورد دقیق ارزش در معرض ریسک موضوع بسیارمهمی می باشد و انحراف از آن می تواند موجب ورشکستگی و یا عدم تخصیص بهینه منابع یک بنگاه گردد. هدف اصلی این مطالعه بررسی کارایی روش copula-garch شرطی در برآورد ارزش در معرض ریسک پرتفویی متشکل از دو سهام می باشد و ارزش در معرض ریسک بدست آمده با روشهای سنتی برآورد ارزش د...

Modeling Stock Market Exchange Prices Using Artificial Neural Network: A Study of Amman Stock Exchange

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...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Review of Economics and Development Studies

سال: 2021

ISSN: 2519-9706,2519-9692

DOI: 10.47067/reads.v7i1.309