The Dynamic Relationship among Domestic Stock Returns Volatility, Oil Prices, Exchange Rate and Macroeconomic Factors of Investment

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dc.contributor.authorShabbir, Malik Shahzad
dc.contributor.authorSaid, Laila Refiana
dc.contributor.authorPelit, Irem
dc.contributor.authorIrmak, Esma
dc.date.accessioned2025-03-07T20:00:25Z
dc.date.available2025-03-07T20:00:25Z
dc.date.issued2023
dc.departmentÇağ Üniversitesi
dc.description.abstractThis 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.
dc.identifier.doi10.32479/ijeep.14263
dc.identifier.endpage565
dc.identifier.issn2146-4553
dc.identifier.issue3
dc.identifier.scopus2-s2.0-85162895258
dc.identifier.scopusqualityQ1
dc.identifier.startpage560
dc.identifier.urihttps://doi.org/10.32479/ijeep.14263
dc.identifier.urihttps://hdl.handle.net/20.500.12507/2566
dc.identifier.volume13
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherEconjournals
dc.relation.ispartofInternational Journal of Energy Economics and Policy
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_20241226
dc.subjectDomestic Stock Returns
dc.subjectEnergy Sources
dc.subjectExchange Rate
dc.subjectMacroeconomic Factors
dc.subjectOil Prices
dc.titleThe Dynamic Relationship among Domestic Stock Returns Volatility, Oil Prices, Exchange Rate and Macroeconomic Factors of Investment
dc.typeArticle

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