1. DSpace at Kasdi Merbah University Ouargla
  2. 7. Revues Univ Ouargla
  3. 04 Revue El Bahith
  4. numéro 17 2017 foreign sec
Please use this identifier to cite or link to this item: https://dspace.univ-ouargla.dz/jspui/handle/123456789/16251
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dc.contributor.authorAbdelkadir BESSEBA-
dc.date.accessioned2017-
dc.date.available2017-
dc.date.issued2017-
dc.identifier.issn1112-3613-
dc.identifier.urihttp://dspace.univ-ouargla.dz/jspui/handle/123456789/16251-
dc.descriptionRevue El Bahithen_US
dc.description.abstractThis paper aims to investigate the dynamic links between exchange rate fluctuations and stock market return volatility. For this purpose, we have employed a Generalized Autoregressive Conditional Heteroscedasticity model (GARCH model). Stock market returns sensitivities are found to be stronger for exchange rates, implying that exchange rate change plays an important role in determining the dynamics of the stock market returns.en_US
dc.language.isofren_US
dc.relation.ispartofseriesNumber 17 2017 Foreign Sec;-
dc.subjectReturns Volatilityen_US
dc.subjectExchange Rate Fluctuationsen_US
dc.subjectGARCH Modelen_US
dc.titleMeasuring the Effect of Exchange Rate Movements on Stock Market Returns Volatility: GARCH Modelen_US
dc.typeArticleen_US
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