Abstract

The study aimed to estimate the effect of exchange rate fluctuations on the general index of stock prices in the Khartoum Stock Exchange using the general conditional variance models. The study problem was formulated in the following main question: What is the effect of exchange rate fluctuations on the general index of stock prices in the Khartoum Stock Exchange? The study was built on the following main hypothesis: There is a statistically significant relationship between exchange rate fluctuations and the general index of stock prices in the Khartoum Stock Exchange. The study followed the quantitative standard approach using the general conditional variance models and the ordinary least squares. The study found a direct relationship between exchange rate fluctuations and the general index of stock prices in the Khartoum Stock Exchange. The study recommended the adoption of effective macroeconomic policies to reduce the exchange rate and support it with production to reflect positively on the general performance of the Khartoum Stock Exchange Index, which increases opportunities and potentials for local and foreign investment.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.