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~subject:"VAR model"
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VAR model
Islamic finance
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Alam, Md Rafayet
6
Forhad, Abdur Rahman
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Balli, Faruk
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Gilbert, Scott
1
Islam, Mohammed Syedul
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Istiak, Khandokar
1
Kapar, Burcu
1
Lawson, Joshua
1
Low, Soo Wah
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Mohammad Enamul Hoque
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Mohd Azlan Shah Zaidi
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Rana, Faisal
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Applied economics
3
Agricultural economics : the journal of the International Association of Agricultural Economists
1
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1
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1
International review of economics & finance : IREF
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
2
Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia : factor augmented VAR approach
Mohammad Enamul Hoque
;
Low, Soo Wah
;
Mohd Azlan Shah Zaidi
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3700-3732
Persistent link: https://www.econbiz.de/10012405707
Saved in:
3
Crude oil futures prices and foreign exchange markets
Alam, Md Rafayet
;
Forhad, Abdur Rahman
;
Islam, Mohammed …
- In:
Applied economics
56
(
2024
)
57
,
pp. 7636-7652
Persistent link: https://www.econbiz.de/10015135072
Saved in:
4
The asymmetric impact of oil market shocks on the time-varying connectedness and spillover of financial stress
Alam, Md Rafayet
;
Forhad, Abdur Rahman
- In:
Applied economics
57
(
2025
)
14
,
pp. 1542-1558
Persistent link: https://www.econbiz.de/10015331896
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5
Impact of oil demand and supply shocks on food-grain prices : a Markov-switching approach
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Applied economics
54
(
2022
)
10
,
pp. 1199-1211
Persistent link: https://www.econbiz.de/10012875135
Saved in:
6
Impact of oil demand and supply shocks on the exchange rates of selected Southeast Asian countries
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Global finance journal
54
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013470089
Saved in:
7
Monetary policy shocks and the dynamics of agricultural commodity prices : evidence from structural and factor-augmented VAR analyses
Alam, Md Rafayet
;
Gilbert, Scott
- In:
Agricultural economics : the journal of the …
48
(
2017
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10011740517
Saved in:
8
Impact of US policy uncertainty on Mexico : evidence from linear and nonlinear tests
Alam, Md Rafayet
;
Istiak, Khandokar
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 355-366
Persistent link: https://www.econbiz.de/10012431127
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