THE EFFECT OF STOCK PRICE INDEX ON FOREIGN EXCHANGE RATE MARKETS IN THE SELECTED COUNTRIES OF D8 : USING OF QUANTILE REGRESSION

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TORKI LEILA; NOSHADI EHSAN; REZAI AHMADALI

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Journal: Journal of Quantitative Economics Year:2016 | Volume:13 | Issue:2 (49) Page(s): 1-19

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Title

THE EFFECT OF STOCK PRICE INDEX ON FOREIGN EXCHANGE RATE MARKETS IN THE SELECTED COUNTRIES OF D8 : USING OF QUANTILE REGRESSION

Author(s)

TORKI LEILA | NOSHADI EHSAN | REZAI AHMADALI | Issue Writer Certificate

Keywords

STOCK MARKETQ2

EXCHANGE RATEQ2

QUINTILES REGRESSIONQ1

Abstract

This paper estimate the impact of stock price index on foreign EXCHANGE RATE, for five members of D8 countried including Iran, Indonesia, Malaysia, Pakistan and Turkey. On the basis of balanced portfolios, demand for foreign investment means investing in the STOCK MARKET stabilization and subsequent increase in demand for currency, these two variables should have a negative relationship. However, the evidence obtained from the traditional method of ordinary least squares estimation is not optimal, Quantile regression model to show the impact on the STOCK MARKET, the foreign exchange market under different market conditions were considered. the results show an interesting relationship between the two markets, which indicates a negative relationship between STOCK MARKETs and foreign exchange, and the EXCHANGE RATE is too high or low, this relationship is more pronounced.

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APA: Copy

TORKI, LEILA, NOSHADI, EHSAN, & REZAI, AHMADALI. (2016). THE EFFECT OF STOCK PRICE INDEX ON FOREIGN EXCHANGE RATE MARKETS IN THE SELECTED COUNTRIES OF D8 : USING OF QUANTILE REGRESSION. JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW), 13(2 (49)), 1-19. SID. https://sid.ir/paper/110671/en

Vancouver: Copy

TORKI LEILA, NOSHADI EHSAN, REZAI AHMADALI. THE EFFECT OF STOCK PRICE INDEX ON FOREIGN EXCHANGE RATE MARKETS IN THE SELECTED COUNTRIES OF D8 : USING OF QUANTILE REGRESSION. JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW)[Internet]. 2016;13(2 (49)):1-19. Available from: https://sid.ir/paper/110671/en

IEEE: Copy

LEILA TORKI, EHSAN NOSHADI, and AHMADALI REZAI, “THE EFFECT OF STOCK PRICE INDEX ON FOREIGN EXCHANGE RATE MARKETS IN THE SELECTED COUNTRIES OF D8 : USING OF QUANTILE REGRESSION,” JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW), vol. 13, no. 2 (49), pp. 1–19, 2016, [Online]. Available: https://sid.ir/paper/110671/en

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