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Cogent Economics & Finance Volume 4, 2016 - Issue 1
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Review Article

Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis: AGARCH-M approach

Aloui MounaLARTIGE (Laboratory of Research), University of Sfax, Sfax, TunisiaCorrespondence[email protected]
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&
Jarboui AnisFinance and Accounting, University of Sfax, Sfax, TunisiaView further author information
|
David McMillanUniversity of Stirling, UKView further author information
(Reviewing Editor)
Article: 1125332 | Received 05 Aug 2015, Accepted 12 Nov 2015, Published online: 05 Jan 2016

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Julia Eisenberg & Zbigniew Palmowski. (2021) Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model. North American Actuarial Journal 25:3, pages 417-437.
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Maria José Sousa, Jorge Miguel Martins & Miguel Sousa. (2019) Organisational innovation facilitators as drivers for international trade between China and European Union. Transnational Corporations Review 11:4, pages 360-372.
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Luca Di Persio, D. Mancinelli, Immacolata Oliva & K. Wallbaum. (2023) Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure. Applied Stochastic Models in Business and Industry 39:6, pages 847-868.
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Mohammad Alsharif. (2023) Interest rate, foreign exchange and stock performance in a dual banking industry: evidence from Saudi Arabia. Journal of Money and Business 3:1, pages 60-73.
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Jiatong Song & Xinyun Xie. 2022. Proceedings of the 2022 6th International Seminar on Education, Management and Social Sciences (ISEMSS 2022). Proceedings of the 2022 6th International Seminar on Education, Management and Social Sciences (ISEMSS 2022) 1985 1992 .
Ethem KILIÇ & Müslüm POLAT. (2021) BRICS ÜLKELERİNDE DÖVİZ KURU VE BORSA ARASINDAKİ GETİRİ VE VOLATİLİTE ETKİLEŞİMİ: VAR-EGARCH MODELİ İLE BİR UYGULAMA. Pamukkale University Journal of Social Sciences Institute.
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Ahmet Akca & Ethem Çanakoğlu. (2021) Adaptive stochastic risk estimation of firm operating profit. Journal of Industrial and Business Economics 48:3, pages 463-504.
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Muhamad Eko Wahyu Umaryadi, Hamdana, Dothy Amelia Saragih & Haritsah Burhan. (2021) Interest Rate, Inflation and Jakarta Composite Index on Digital Media Based Companies Stock Return in Indonesia. Journal of Physics: Conference Series 1807:1, pages 012025.
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My T. T. Bui & Yen T. Nguyen. 2021. Data Science for Financial Econometrics. Data Science for Financial Econometrics 493 511 .
Fatih Yiğit & Musa Atgür. 2020. Strategic Outlook for Innovative Work Behaviours. Strategic Outlook for Innovative Work Behaviours 377 391 .
Sudhir Madaree. (2018) Factor structure of South African financial stocks. South African Journal of Economic and management Sciences 21:1.
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Cem Kartal & Mehmet Fatih Bayramoglu. 2018. Global Approaches in Financial Economics, Banking, and Finance. Global Approaches in Financial Economics, Banking, and Finance 465 483 .

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