Exchange rate and volatility: A bibliometric review

Flores‐Sosa, Martha; Avilés‐Ochoa, Ezequiel; Merigó, José M.

doi:10.1002/ijfe.2223

Cited by 17 publications

(7 citation statements)

References 53 publications

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“…In addition, the use of different databases enables a massive control of documents [36,37]. Second, the results of the bibliometric analysis allow the elaboration of work guides for academics [24], as well as the presentation of research trends in recent years [38]. Finally, considering the above, this analysis permits identifying "hidden patterns" in the research developed, which is important for new academics to position future research [21].…”

Section: Methodsmentioning

confidence: 99%

Sustainability Committee Research: A Bibliometric Study

2022

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This study conducts a bibliometric analysis of research on sustainability committees. Specifically, our paper analyses the development of this field of research by identifying the most influential articles, authors, and relevant research themes, and highlighting potential future lines of research. Our sample is composed of the publications from the main collection of the Clarivate Analytics Web of Science database (WOS) for the period 1900–2021. Our findings stress the interdisciplinary nature of research about sustainability committees. In addition, our evidence emphasizes the need for more research to understand how firms respond to regulatory and societal pressures on sustainability matters. In addition, the network analysis highlights the main research themes and provides a basis for recognizing future research opportunities. Our paper is the first to perform a comprehensive bibliometric analysis for sustainability committees. Our evidence presents relevant implications for academics in the definition of their research projects.

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Section: Methodsmentioning

confidence: 99%

Sustainability Committee Research: A Bibliometric Study

2022

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“…Although the empirical literature on stock market volatility is growing rapidly, there are very limited studies that provide a detailed summary of the factors causing market turbulence. Previous research such as Flores‐Sosa et al (2022), Bashir (2022), Chen and Yang (2021) and Bhowmik and Wang (2020) carried this research field while focusing on one or two components. Illustrated, Flores‐Sosa et al (2022) conducted their study on volatility, concentrating mainly on factors that affect exchange rates.…”

Section: Introductionmentioning

confidence: 99%

“…Previous research such as Flores-Sosa et al (2022), Bashir (2022), Chen and Yang (2021) and Bhowmik and Wang (2020) carried this research field while focusing on one or two components. Illustrated, Flores-Sosa et al (2022) conducted their study on volatility, concentrating mainly on factors that affect exchange rates. Similarly, Chen and Yang (2021) restricted to volatility spillover.…”

Section: Introductionmentioning

confidence: 99%

Stock market volatility: a systematic review

Dhingra,

Batra,

Aggarwal

et al. 2023

JM2

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Purpose The increasing globalization and technological advancements have increased the information spillover on stock markets from various variables. However, there is a dearth of a comprehensive review of how stock market volatility is influenced by macro and firm-level factors. Therefore, this study aims to fill this gap by systematically reviewing the major factors impacting stock market volatility. Design/methodology/approach This study uses a combination of bibliometric and systematic literature review techniques. A data set of 54 articles published in quality journals from the Australian Business Deans Council (ABDC) list is gathered from the Scopus database. This data set is used to determine the leading contributors and contributions. The content analysis of these articles sheds light on the factors influencing market volatility and the potential research directions in this subject area. Findings The findings show that researchers in this sector are becoming more interested in studying the association of stock markets with “cryptocurrencies” and “bitcoin” during “COVID-19.” The outcomes of this study indicate that most studies found oil prices, policy uncertainty and investor sentiments have a significant impact on market volatility. However, there were mixed results on the impact of institutional flows and algorithmic trading on stock volatility, and a consensus cannot be established. This study also identifies the gaps and paves the way for future research in this subject area. Originality/value This paper fills the gap in the existing literature by comprehensively reviewing the articles on major factors impacting stock market volatility highlighting the theoretical relationship and empirical results.

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“…Overlooking the exchange rate in analyzing the impact between macroeconomic variables may result in misleading inferences (Chaudhuri, 1998;Nazlioglu and Soytas, 2011;Bhunia, 2013;Jamil and Ullah, 2013;Jain and Biswal, 2016;Jo et al, 2018;Mo et al, 2018). Flores-Sosa et al (2020) describe the significance of exchange rate in open economy. Chkir et al (2020) portrayed the interwoven between exchange rates and oil prices.…”

Section: Introductionmentioning

confidence: 99%

Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence fromNARDLtesting approach

Kumar

Singh

2020

Int. J Fin Econ

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There is a continuous debate on how commodity prices affect the stock prices of emerging countries. We contribute to this debate by study the causal relationship between international prices of crude oil, gold, exchange rate, and Indian stock market. India is one of the major oil and gold importing and major petroleum products exporting country. On the daily prices of all the above mentioned variables from "January 1994 to December 2019", the nonlinear autoregressive distributed lag model (NARDL) is employed to examine cointegration (Shin et al., 2014). The findings of the study revealed that crude oil prices positively affect the Indian stock market and exchange rate negatively affects the stock market in the short run. Stock market is unaffected by gold prices. Our findings have essential implications for the various policymakers, investors, and traders.

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Exchange rate and volatility: A bibliometric review

Cited by 17 publications

References 53 publications

Sustainability Committee Research: A Bibliometric Study

Sustainability Committee Research: A Bibliometric Study

Stock market volatility: a systematic review

Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence fromNARDLtesting approach

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