scholarly journals Oil Prices, Exchange Rates and Emerging Stock Markets

2011 ◽  
Author(s):  
Syed Basher ◽  
Alfred A. Haug ◽  
Perry Sadorsky
Keyword(s):  
Exchange Rates ◽  
Stock Markets ◽  
Oil Prices ◽  
Emerging Stock Markets

scholarly journals Oil prices, exchange rates and emerging stock markets

2012 ◽  
Vol 34 (1) ◽  
pp. 227-240 ◽  
Author(s):  
Syed Abul Basher ◽  
Alfred A. Haug ◽  
Perry Sadorsky
Keyword(s):  
Exchange Rates ◽  
Stock Markets ◽  
Oil Prices ◽  
Emerging Stock Markets

ANALISIS HUBUNGAN ANTARA HARGA MINYAK, PASAR SAHAM, DAN NILAI TUKAR DI INDONESIA

2019 ◽  
Vol 1 (4) ◽  
Author(s):  
Nadia Kurnianti ◽  
Idris Idris
Keyword(s):  
Time Series ◽  
Exchange Rates ◽  
Stock Markets ◽  
Time Series Data ◽  
Oil Prices ◽  
Series Data ◽  
Var Model ◽  
Causality Relationship ◽  
Relationship Of ◽  
The Relationship

The aim of this research is to analyze the relationship of causality between oil prices, stocks market, and exchange rates in Indonesia using VAR model. The data used in this study is time series data from January 2014 until December 2018 that was obtained from the relevant institutions. The variables use are oil prices (X1), stocks market (X2), and exchange rates (X3). The method used in this study is Vector Auto Reggression (VAR). The finding has shown that there are no causality relationship between the oil prices, stock markets, and exchanger rates. The finding also shown that there is only directional relationship between exchange rates with stocks market.

scholarly journals RELATIONSHIP BETWEEN STOCK MARKET RETURNS AND EXCHANGERATES IN EMERGING STOCK MARKETS

IKONOMIKA ◽  
2017 ◽  
Vol 1 (2) ◽  
pp. 131
Author(s):  
M.N. Arshad ◽  
M.H. Yahya
Keyword(s):  
Financial Crisis ◽  
Stock Market ◽  
Exchange Rates ◽  
Stock Markets ◽  
Market Returns ◽  
Stock Market Returns ◽  
Emerging Stock Markets ◽  
Long Run ◽  
Causality Tests ◽  
The Relationship

Abstract-This paper aims to study the relationship between stock market returns and exchange rates in emerging stock markets including Malaysia, Singapore, Thailand, Indonesia and Philippines. The data is taken from January 2003 to December 2012 using weekly closing indices and separated in two periods; before (2003-2007) and second, after (2008-2012) the financial crisis of 2008. Johansen-Juselius (JJ). Granger causality tests show that unidirectional causality exists between the stock market returns and exchange rates for Thailand before the financial crisis, whilst, for Indonesia and Singapore, the unidirectional causality between the two variables is detected in the period after the financial crisis. Error Correction Model (ECM) indicates the existence of long run causality between the two variables for Philippines. This study also finds that most of the emerging stock markets are informationally inefficient.

Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices

2020 ◽  
Vol 553 ◽  
pp. 124235 ◽  
Author(s):  
Muhammad Abubakr Naeem ◽  
Mudassar Hasan ◽  
Muhammad Arif ◽  
Faruk Balli ◽  
Syed Jawad Hussain Shahzad
Keyword(s):  
Frequency Domain ◽  
Stock Markets ◽  
Oil Prices ◽  
Emerging Stock Markets

An Empirical Investigation of Factors Affecting Stock Prices in Vietnam

2014 ◽  
pp. 74-89 ◽  
Author(s):  
Vinh Vo Xuan
Keyword(s):  
Exchange Rates ◽  
Crude Oil ◽  
Foreign Exchange ◽  
Stock Prices ◽  
Global Financial Crisis ◽  
Oil Prices ◽  
Foreign Exchange Rates ◽  
Factors Affecting ◽  
Crude Oil Prices ◽  
Before And After

This paper investigates factors affecting Vietnam’s stock prices including US stock prices, foreign exchange rates, gold prices and crude oil prices. Using the daily data from 2005 to 2012, the results indicate that Vietnam’s stock prices are influenced by crude oil prices. In addition, Vietnam’s stock prices are also affected significantly by US stock prices, and foreign exchange rates over the period before the 2008 Global Financial Crisis. There is evidence that Vietnam’s stock prices are highly correlated with US stock prices, foreign exchange rates and gold prices for the same period. Furthermore, Vietnam’s stock prices were cointegrated with US stock prices both before and after the crisis, and with foreign exchange rates, gold prices and crude oil prices only during and after the crisis.

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