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Salma Zaiane,Rabeb Jrad
Pág. 245 - 254
The paper investigates the dynamic linkages between exchange rate (against US dollar) and the stock market (local currency) of Tunisia from January 2004 to April 2017. In particular, the paper tries to answer if there are any correlations between these v...
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Hatice Erkekoglu,Aweng Peter Majok Garang,Adire Simon Deng
Pág. 268 - 281
Symmetric and asymmetric GARCH models-GARCH (1,1); PARCH(1;1); EGARCH(1,1,); TARCH(1,1) and IGARCH(1,1)- were used to examine stylized facts of daily USD/UGX return series from September 1st, 2005 to August 30th, 2018. Modeling and forecasting were perfo...
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Vina Nurlita,Prima Naomi
Pág. 29 - 38
This study has the purpose to examine the effect of political events on the volatility of stocks traded on the Indonesia Stock Exchange (IDX). Furthermore, this study also sees whether such political events also influence the shares that have direct link...
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Delson Chikobvu,Tendai Makoni
AbstractOrientation: Modelling of international tourist arrivals? volatility is vital for marketing, planning, policy formulation and investment purposes among others. Symmetric and asymmetric tourism volatility models for years 2000?2017 were fitte...
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louis Sevitenyi Nkwatoh,Yahya Zakari Abdullahi,Chika Usman Aliyu
Pág. 50 - 59
The Economic Community of West African States (ECOWAS) is committed to forming a broader monetary union by 2020. The approach of forming the union is a replica of the European-type monetary union, which is predicated on the optimum currency area (OA...
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