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首页> 外文期刊>African Journal of Business Management >A new scheme for investigating any effects of credit and exchange risk on stock price returns
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A new scheme for investigating any effects of credit and exchange risk on stock price returns

机译：研究信贷和交易风险对股票价格收益的影响的新计划

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The main purpose of this research is to develop a localized model of credit risk management, exchange rate risk and price fluctuations in previous stock price by the use of GARCH approach as a family model. Then, we studied all effects of earlier mentioned variables on stock price return in order to find out any behavior of stock price as well. The mentioned procedure may enable us to have a clear understanding about fluctuation changes and reduce any cognitive limitations related to this variable and submission complete information for bank experts. According to the findings of this research, it was revealed that there is a significant relation between risk credit and exchange risk with the stock price return of banks based upon conditional variants of heteroskedasticity models. Then it is possible to find out any effects of credit risk and exchange risk on the stock price returns of banks completely separate from their predictability difference.
机译：这项研究的主要目的是通过使用GARCH方法作为家庭模型来开发信用风险管理，汇率风险和先前股价的价格波动的本地化模型。然后，我们研究了前面提到的变量对股票价格回报的所有影响，以便找出股票价格的任何行为。所提到的程序可以使我们对波动的变化有清晰的了解，并减少与该变量有关的任何认知局限，并向银行专家提交完整的信息。根据这项研究的结果，发现基于异方差模型的条件变量，风险信用和交易风险与银行的股票收益之间存在显着的关系。然后，有可能发现信贷风险和汇率风险对银行的股票价格收益的任何影响，与它们的可预测性差异完全分开。

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