Yazar "Said, Laila Refiana" seçeneğine göre listele

Listeleniyor 1 - 1 / 1
  • [ X ]
    Öğe
    The Dynamic Relationship among Domestic Stock Returns Volatility, Oil Prices, Exchange Rate and Macroeconomic Factors of Investment
    (Econjournals, 2023) Shabbir, Malik Shahzad; Said, Laila Refiana; Pelit, Irem; Irmak, Esma
    This study investigates the impact of oil price variations, exchange rates, macroeconomic factors and domestic stock volatility in selected south Asian countries. This study employs a general autoregressive heteroskedastic (GARCH) model using quarterly data from 2001 to 2021. The results reveal that there is a significant relationship between the domestic stock of credit and macroeconomic factors. We find surprising results for the set of the countries; there is a negative impact of asset portfolio investment in the domestic stock for Bangladesh, and Pakistan. There is a positive impact on the economic growth in the majority of countries with the exception of Pakistan and Bangladesh. Inflation seems to increase while there is an increase in the credit in the economy. © 2023, Econjournals. All rights reserved.