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  • Search: subject:"Variance decomposition in VAR"
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Year of publication
Subject
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COVID-19 2 IRF 2 Oil prices and stock market indices 2 Stock market indices 2 Transmission mechanism between OP and ER 2 Unrestricted VAR framework 2 Variance decomposition in VAR 2 Aktienindex 1 Aktienmarkt 1 Börsenkurs 1 Causality analysis 1 Cointegration 1 Coronavirus 1 Economic indicator 1 Exchange rate 1 Kausalanalyse 1 Kointegration 1 Oil price 1 Pakistan 1 Share price 1 Stock index 1 Stock market 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatilität 1 Wechselkurs 1 Wirtschaftsindikator 1 Ölpreis 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Anagreh, Suhaib 2 Babar, Zaheeruddin 2 Khan, Ather Azim 2 Sheikh, Umaid A. 2 Tabash, Mosab I. 2
Published in...
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Cogent Economics & Finance 1 Cogent economics & finance 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19: Empirical insights of Pakistan
Tabash, Mosab I.; Babar, Zaheeruddin; Sheikh, Umaid A.; … - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-22
This study analyzes the trilateral relationship between macroeconomic variables of oil prices, stock market index, and exchange rate to demonstrate their behavior and inter-relationship in the economic setup of Pakistan. The investigated period includes daily time series data ranging from 4...
Persistent link: https://www.econbiz.de/10015074044
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Cover Image
The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19 : empirical insights of Pakistan
Tabash, Mosab I.; Babar, Zaheeruddin; Sheikh, Umaid A.; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-22
This study analyzes the trilateral relationship between macroeconomic variables of oil prices, stock market index, and exchange rate to demonstrate their behavior and inter-relationship in the economic setup of Pakistan. The investigated period includes daily time series data ranging from 4...
Persistent link: https://www.econbiz.de/10014500264
Saved in:
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