... diffusion-regression state-space model Central bank communication C22 E52 E58 F31 In the management of floating exchange rates, central banks increasingly rely on two distinct yet interconnected policy tools: actual interventions, which involve direct buying or selling of foreign currency...

... Oil price Stock market performance C23 E32 F31 G15 Q43 Global crude oil markets remain central to macroeconomic stability and financial asset pricing, particularly for economies with significant energy trade exposure (Kilian and Zhou, 2022 ; Beckmann et al., 2020...

... using the event study framework, and hence provides valuable insights for investors and policymakers. F31 G14 G15 However, several studies have presented complex or mixed results regarding the relationship between exchange rates and stock prices. For example, Megaravalli...

... countries; (4) this study adds to the Marshall–Lerner condition for the derivation of Robinson by considering a situation where initially the trade balance is not in equilibrium. C32 E12 F31 It therefore seems important to analyze the type of relationship between exchange rate and trade balance...

... F31 Using annual data for Saudi Arabia over the period 1986 to 2016, Mahmood and Tarek (2018) applied a NARDL model and discovered that appreciation of foreign currency increases money demand for local currency and depreciation of foreign currency decreases demand for local currency...