S tock returns of companies listed on the stock exchange is one of the most important criteria in assessing the macroeconomic. This study investigates the effect of exchange rate Volatility on the stock exchange Returns of D8 countries. It takes monthly data during the period (2008:1-2015:6) constituting 90 observations. At first we used Panel-GARCH model to estimate Exchange Rate Vo...

Numerous empirical studies have examined the relationship between macroeconomic variables and stock returns across different stock markets and time horizons by either outlining the influence of only domestic variables or a few global factors. The aim of this paper is to combine both global and domestic factors and extend this presumed relationship between stock returns and macroeconomic variabl...

The war between Russia and Ukraine has become almost the most controversial topic in 2022. As is a country with rich energy resources sanctioned world, influences global financial markets various aspects. In this research, I investigate gold, crude oil markets, military-industrial sector equity market, investor sentiments to find effect of war. By comparing ex-post ex-ante descriptive statistic...

Price forecasting is an integral part of economic decision making. Forecasts may be used in numerous ways; specifically, individuals may use forecasts to try to earn income from speculative activities, to determine optimal government policies or to make business decisions. The importance of this topic is caused by instability in the world economy and stock markets; there is a growing interest i...

Introduction. Gold price has being demonstrating stable tendency to rise during recent time. Stronger geopolitical tensions support the view that international political economy factors may play a role driving gold price. In same time post-crisis global economic uncer­tainty and expansion of liquidity affect by itself. The purpose article is find which factor most important taking into account ...

Al Introduction A2 Acknowledgments A2 Gold as a store of wealth the uses of gold A2 How much gold? A2 Factors influencing the price and production of gold A3 The role of gold in world monetary systems A6 Where gold comes from A6 Scope of this series, and conventions used A7 References cited A8 Geochemistry of gold in hydrothermal deposits Abstract A9 Introduction A9 Nature and source of solutio...

Problem statement: Forecasting is a function in management to assist decision making. It is also described as the process of estimation in unknown future situations. In a more general term it is commonly known as prediction which refers to estimation of time series or longitudinal type data. Gold is a precious yellow commodity once used as money. It was made illegal in USA 41 years ago, but is ...

O f the bullionist writers who advocated restoration of the gold convertibility of England’s currency during the Bank Restriction period 1797–1821, few are as little known today as John Wheatley. Certainly his name is not as familiar as those of David Ricardo, Henry Thornton, Thomas Malthus, Francis Horner, William Huskisson, and other bullionists. Yet in some respects he was the most original ...

this paper examines regime shifts in tedpix return and volatility and the effects of positive and negative crude oil shocks and gold price fluctuations on stock market shifts behavior using markov switching egarch model with student’s t-distribution. we detect two episodes of series behavior, one relative to low mean/high variance regime namely bear state and the other to high mean/low variance...