How to cite this paper
Ghanbari, H., Fooeik, A., Eskorouchi, A & Mohammadi, E. (2022). Investigating the effect of US dollar, gold and oil prices on the stock market.Journal of Future Sustainability, 2(3), 97-104.
Refrences
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Adam, A. M., & Tweneboah, G. (2009). Foreign Direct Investment and Stock Market Development: Ghana’s Evidence.
Adjasi, C., Harvey, S. K., & Agyapong, D. A. (2010). Effect of Exchange Rate Volatility on the Ghana Stock Exchange.
Akgül, I., Bildirici, M., & Özdemir, S. (2015). Evaluating the Nonlinear Linkage between Gold Prices and Stock Market Index Using Markov-Switching Bayesian VAR Models. Procedia - Social and Behavioral Sciences, 210, 408–415. https://doi.org/10.1016/J.SBSPRO.2015.11.388
Azman-Saini, W. N. ., Habibullah, M. S., Law, S. H., & Dayang-Affizzah, A. M. (2007). Stock Prices, Exchange Rates and Causality in Malaysia: A Note.
Blair, B., Poon, S. H., & Taylor, S. J. (2002). Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents. Applied Financial Economics, 12(5), 319-329. https://doi.org/10.1080/09603100110090154
Skoruchi, A., & Mohammadi, E. (2022). Uncertain portfolio optimization based on Dempster-Shafer theory. Management Science Letters, 12(3), 207-214.
Eskorouchi, A., Mohammadi, E., & Sadjadi, S. J. (2022). Robust Portfolio Optimization based on Evidence Theory. Scientia Iranica, 0(0), 0–0. https://doi.org/10.24200/SCI.2022.59575.6330
Gokmenoglu, K., Eren, B. M., Hesami, S., Gokmenoglu, K., Eren, B. M., & Hesami, S. (2021). Exchange rates and stock markets in emerging economies: new evidence using the Quantile-on-Quantile approach. Quantitative Finance and Economics 2021 1:94, 5(1), 94–110. https://doi.org/10.3934/QFE.2021005
Gokmenoglu, K. K., Amin, M. Y., & Taspinar, N. (2015). The Relationship among International Trade, Financial Development and Economic Growth: The Case of Pakistan. Procedia Economics and Finance, 25, 489–496. https://doi.org/10.1016/S2212-5671(15)00761-3
Handoyo, R. D., Wibowo, F. A., Padilla, M. E., Ridzuan, A. R., & Razak, M. I. M. (2020). The Impact of Oil Shock on Domestic Economy: The Case of Indonesia. International Journal of Academic Research in Accounting, Finance and Management Sciences, 10(1). https://doi.org/10.6007/IJARAFMS/V10-I1/7212
Haugen, R. A., & Heins, A. J. (1975). Risk and the Rate of Return on Financial Assets: Some Old Wine in New Bottles. The Journal of Financial and Quantitative Analysis, 10(5), 775. https://doi.org/10.2307/2330270
Helleiner, E. (2008). Explaining the globalization of financial markets: Bringing states back in. Http://Dx.Doi.Org/10.1080/09692299508434322, 2(2), 315–341. https://doi.org/10.1080/09692299508434322
Massell, B. F., Pearson, S. R., & Fitch, J. B. (1972). Foreign Exchange and Economic Development: An Empirical Study of Selected Latin American Countries. The Review of Economics and Statistics, 54(2), 208. https://doi.org/10.2307/1926287
Nieh, C. C., & Lee, C. F. (2001). Dynamic relationship between stock prices and exchange rates for G-7 countries. Quarterly Review of Economics and Finance, 41(4), 477–490. https://doi.org/10.1016/S1062-9769(01)00085-0
Olivei, G. P. (2002). Exchange rates and the prices of manufacturing products imported into the United States. New England Economic Review, (Q 1), 3–18. Retrieved from https://ideas.repec.org/a/fip/fedbne/y2002iq1p3-18.html
Shabbir, A., Kousar, S., Azra Batool, S., Shabbir, A., Kousar, S., & Azra Batool, S. (2020). Impact of gold and oil prices on the stock market in Pakistan. Journal of Economics, Finance and Administrative Science, 25(50), 279–294. https://doi.org/10.1108/JEFAS-04-2019-0053
Shavvalpour, S., Jabbarzadeh, A., & Khanjarpanah, H. (2018). Modelling the Spillover of Oil Shocks on Crops Market: The Case of Soybean and Wheat. Economic Growth and Development Research, 5(17(3)), 45–41. Retrieved from https://egdr.journals.pnu.ac.ir/article_4674.html
Siourounis, G. D. (2002). Modelling volatility and testing for efficiency in emerging capital markets: The case of the Athens stock exchange. Applied Financial Economics, 12(1), 47–55. https://doi.org/10.1080/09603100110088003
Suriani, S., Dileep Kumar, M., Jamil, F., & Muneer, S. (2015). Impact of Exchange Rate on Stock Market. International Journal of Economics and Financial Issues, (5), 10–11. Retrieved from http:www.econjournals.com
Adam, A. M., & Tweneboah, G. (2009). Foreign Direct Investment and Stock Market Development: Ghana’s Evidence.
Adjasi, C., Harvey, S. K., & Agyapong, D. A. (2010). Effect of Exchange Rate Volatility on the Ghana Stock Exchange.
Akgül, I., Bildirici, M., & Özdemir, S. (2015). Evaluating the Nonlinear Linkage between Gold Prices and Stock Market Index Using Markov-Switching Bayesian VAR Models. Procedia - Social and Behavioral Sciences, 210, 408–415. https://doi.org/10.1016/J.SBSPRO.2015.11.388
Azman-Saini, W. N. ., Habibullah, M. S., Law, S. H., & Dayang-Affizzah, A. M. (2007). Stock Prices, Exchange Rates and Causality in Malaysia: A Note.
Blair, B., Poon, S. H., & Taylor, S. J. (2002). Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents. Applied Financial Economics, 12(5), 319-329. https://doi.org/10.1080/09603100110090154
Skoruchi, A., & Mohammadi, E. (2022). Uncertain portfolio optimization based on Dempster-Shafer theory. Management Science Letters, 12(3), 207-214.
Eskorouchi, A., Mohammadi, E., & Sadjadi, S. J. (2022). Robust Portfolio Optimization based on Evidence Theory. Scientia Iranica, 0(0), 0–0. https://doi.org/10.24200/SCI.2022.59575.6330
Gokmenoglu, K., Eren, B. M., Hesami, S., Gokmenoglu, K., Eren, B. M., & Hesami, S. (2021). Exchange rates and stock markets in emerging economies: new evidence using the Quantile-on-Quantile approach. Quantitative Finance and Economics 2021 1:94, 5(1), 94–110. https://doi.org/10.3934/QFE.2021005
Gokmenoglu, K. K., Amin, M. Y., & Taspinar, N. (2015). The Relationship among International Trade, Financial Development and Economic Growth: The Case of Pakistan. Procedia Economics and Finance, 25, 489–496. https://doi.org/10.1016/S2212-5671(15)00761-3
Handoyo, R. D., Wibowo, F. A., Padilla, M. E., Ridzuan, A. R., & Razak, M. I. M. (2020). The Impact of Oil Shock on Domestic Economy: The Case of Indonesia. International Journal of Academic Research in Accounting, Finance and Management Sciences, 10(1). https://doi.org/10.6007/IJARAFMS/V10-I1/7212
Haugen, R. A., & Heins, A. J. (1975). Risk and the Rate of Return on Financial Assets: Some Old Wine in New Bottles. The Journal of Financial and Quantitative Analysis, 10(5), 775. https://doi.org/10.2307/2330270
Helleiner, E. (2008). Explaining the globalization of financial markets: Bringing states back in. Http://Dx.Doi.Org/10.1080/09692299508434322, 2(2), 315–341. https://doi.org/10.1080/09692299508434322
Massell, B. F., Pearson, S. R., & Fitch, J. B. (1972). Foreign Exchange and Economic Development: An Empirical Study of Selected Latin American Countries. The Review of Economics and Statistics, 54(2), 208. https://doi.org/10.2307/1926287
Nieh, C. C., & Lee, C. F. (2001). Dynamic relationship between stock prices and exchange rates for G-7 countries. Quarterly Review of Economics and Finance, 41(4), 477–490. https://doi.org/10.1016/S1062-9769(01)00085-0
Olivei, G. P. (2002). Exchange rates and the prices of manufacturing products imported into the United States. New England Economic Review, (Q 1), 3–18. Retrieved from https://ideas.repec.org/a/fip/fedbne/y2002iq1p3-18.html
Shabbir, A., Kousar, S., Azra Batool, S., Shabbir, A., Kousar, S., & Azra Batool, S. (2020). Impact of gold and oil prices on the stock market in Pakistan. Journal of Economics, Finance and Administrative Science, 25(50), 279–294. https://doi.org/10.1108/JEFAS-04-2019-0053
Shavvalpour, S., Jabbarzadeh, A., & Khanjarpanah, H. (2018). Modelling the Spillover of Oil Shocks on Crops Market: The Case of Soybean and Wheat. Economic Growth and Development Research, 5(17(3)), 45–41. Retrieved from https://egdr.journals.pnu.ac.ir/article_4674.html
Siourounis, G. D. (2002). Modelling volatility and testing for efficiency in emerging capital markets: The case of the Athens stock exchange. Applied Financial Economics, 12(1), 47–55. https://doi.org/10.1080/09603100110088003
Suriani, S., Dileep Kumar, M., Jamil, F., & Muneer, S. (2015). Impact of Exchange Rate on Stock Market. International Journal of Economics and Financial Issues, (5), 10–11. Retrieved from http:www.econjournals.com