scholarly journals An Empirical Analysis of the Relationship between Multiple Exchange Rate Volatilities and Macroeconomic Performance in Palestine

2016 ◽  
Author(s):  
Yacoub Sleibi
Keyword(s):  
Exchange Rate ◽  
Empirical Analysis ◽  
Macroeconomic Performance ◽  
Multiple Exchange ◽  
The Relationship

scholarly journals Periodic Analysis of the Relationship between Gold, Crude Oil, Exchange Rate and India’s Stock Market

2021 ◽  
Vol 2 (1) ◽  
pp. 28-43
Author(s):  
Dr. Anil Kumar Kanungo ◽  
Puneet Dang
Keyword(s):  
Exchange Rate ◽  
Stock Market ◽  
Crude Oil ◽  
Empirical Analysis ◽  
Global Financial Crisis ◽  
Crisis Period ◽  
Periodic Analysis ◽  
Time Periods ◽  
The Impact ◽  
The Relationship

Purpose: The purpose of this paper is to find out the relationship between price of Gold, price of Crude Oil, Exchange Rate of India, and India’s stock market. The research has been done on Pre-COVID time periods to analyse the relationship in scenarios like pre-global financial crisis, during crisis and post crisis. The authors incorporate the data from pre-crisis phases i.e., 2005 to 2019, to find out the relationship between the variables using Granger causality test, Johansen’s Cointegration, and Vector Autoregression. To study the spill-over effect on India’s stock market, regression has been used. The empirical results indicate that for the Pre-Crisis and Post-Crisis periods, “Gold” does granger cause “USDINR”, for all three periods “Crude oil” does granger cause “Gold”, for the crisis and post crisis periods “Gold” does granger cause “Crude oil”, for the post crisis period “USDINR” does granger cause “Crude oil”. No other causality relationship was established with the help of this empirical analysis. Johansen’s cointegration test revealed that no cointegration exists amongst the three variables. The impact of exchange rate on India’s stock market has changed as compared to the previous time periods. Exchange rate was inversely related to the stock markets for the Pre-Crisis and Crisis periods and is directly related to the stock market for the Post-Crisis period. This study adds to the existing literature on the variables, by using phase wise data and performing empirical analysis to find out the relationship between the variables. Not many literature demonstrate together the relationship among these three variables in three different periods. This is a significant gap that the study aimed to address.

scholarly journals Empirical Analysis of the Relationship between the Exchange Rate and Coronavirus Epidemic: The Case of Turkey

2020 ◽  
Vol 19 (COVID-19 Special Issue) ◽  
pp. 244-260
Author(s):  
Ayşe ERGİN ÜNAL ◽  
Halil İbrahim AYDIN ◽  
Mehmet Vahit EREN
Keyword(s):  
Exchange Rate ◽  
Empirical Analysis ◽  
The Exchange Rate ◽  
The Relationship

scholarly journals Exchange rate regimes in the major Latin American countries since the 1950s: lessons from history

2012 ◽  
Vol 30 (1) ◽  
pp. 157-188 ◽  
Author(s):  
Roberto Frenkel ◽  
Martín Rapetti
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Latin American ◽  
Exchange Rate Regimes ◽  
Real Exchange Rates ◽  
Macroeconomic Performance ◽  
The 1950S ◽  
Nominal Anchor ◽  
The Relationship ◽  
Latin American Countries

AbstractThe paper analyses exchange rate regimes implemented by the major Latin American (LA) countries since the 1950s, with special attention to the period beginning in the 1970s. The aim is to evaluate the relationship between exchange rate regimes and macroeconomic performance. After an overview of the main trends followed by the major LA countries over the last 60 years, the paper focusses on regimes that were implemented (1) with stabilisation purposes (nominal anchor) and (2) with the aim of targeting competitive and stable real exchange rates. These sections analyse in greater detail some important links between exchange rate regimes and macroeconomic performance. The paper closes with an assessment of the experiences with exchange rate regimes in LA.

scholarly journals THE EFFECT OF INTEREST AND FOREIGN EXHANGE RATE ON MACROECONOMIC PERFORMANCE AND BANKING SECTOR

2016 ◽  
Vol 10 (1) ◽  
pp. 1956-1961
Author(s):  
Assist. Prof. Dr. Yakup DURMAZ ◽  
ZeynepDerya DÜŞÜN ◽  
Dr. Erkan Alsu
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Banking Sector ◽  
Economic Policies ◽  
Macroeconomic Performance ◽  
The Relationship

Financial authorities can form economic policies based on the relationship between interest and exchange rates. However, their success on this subject is controversial. In this study, the effect of interest and exchange rates on macroeconomic performance and banking sector will be discussed. The purpose of the study, in this context, is to demonstrate the effects of the relationship between interest and exchange rate. This is really important in terms of revealing the power of financial authorities.

Periodic Analysis of the Relationship between Gold, Crude Oil, Exchange Rate and India’s Stock Market

2020 ◽  
Vol 2 (1-2) ◽  
pp. 28-43
Author(s):  
Anil Kumar Kanungo ◽  
Puneet Dang
Keyword(s):  
Exchange Rate ◽  
Stock Market ◽  
Crude Oil ◽  
Empirical Analysis ◽  
Global Financial Crisis ◽  
Crisis Period ◽  
Periodic Analysis ◽  
Time Periods ◽  
The Impact ◽  
The Relationship

Purpose: The purpose of this paper is to find out the relationship between price of Gold, price of Crude Oil, Exchange Rate of India, and India’s stock market. The research has been done on Pre-COVID time periods to analyse the relationship in scenarios like pre-global financial crisis, during crisis and post crisis. The authors incorporate the data from pre-crisis phases i.e., 2005 to 2019, to find out the relationship between the variables using Granger causality test, Johansen’s Cointegration, and Vector Autoregression. To study the spill-over effect on India’s stock market, regression has been used. The empirical results indicate that for the Pre-Crisis and Post-Crisis periods, “Gold” does granger cause “USDINR”, for all three periods “Crude oil” does granger cause “Gold”, for the crisis and post crisis periods “Gold” does granger cause “Crude oil”, for the post crisis period “USDINR” does granger cause “Crude oil”. No other causality relationship was established with the help of this empirical analysis. Johansen’s cointegration test revealed that no cointegration exists amongst the three variables. The impact of exchange rate on India’s stock market has changed as compared to the previous time periods. Exchange rate was inversely related to the stock markets for the Pre-Crisis and Crisis periods and is directly related to the stock market for the Post-Crisis period. This study adds to the existing literature on the variables, by using phase wise data and performing empirical analysis to find out the relationship between the variables. Not many literature demonstrate together the relationship among these three variables in three different periods. This is a significant gap that the study aimed to address.

Capital Structure and Earnings per Share: An Empirical Analysis of Indian Corporate Sector

2015 ◽  
Vol 5 (3) ◽  
Author(s):  
Harvinder Singh Mand ◽  
Manjit Singh
Keyword(s):  
Capital Structure ◽  
Empirical Analysis ◽  
Corporate Sector ◽  
Independent Variables ◽  
Earnings Per Share ◽  
Panel Data Regression ◽  
Data Regression ◽  
The Impact ◽  
The Relationship ◽  
The Empirical Analysis

This paper intends to measure the impact of capital structure on EPS (earnings per share) in Indian corporate sector. Fifteen control variables along with capital structure have been selected to know their impact on EPS. Panel data regression has been applied to establish the relationship among dependent and independent variables. It is found from the empirical analysis that the relation of capital structure with EPS has been statistically insignificant in Indian corporate sector among all specific industries except telecommunication industry. The results are consistent with Modigliani-Miller approach.

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