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Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests
Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - 2018
dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries … January 1, 2001 to December 29, 2017, we implement the test for asymmetric non-causality of Hatemi-J (2012), the asymmetric …) to examine the presence of volatility spillover between oil prices and exchange rates return series. The econometric …
Persistent link: https://www.econbiz.de/10011897569
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Nexus between exchange rate volatility and oil price fluctuations : evidence from Pakistan
Ahmed, Rabia; Qaiser, Imran; Yaseen, Muhammad Rizwan - In: Pakistan journal of commerce and social sciences 10 (2016) 1, pp. 122-148
Exchange Rate and analyze the impact of Real Oil Price Volatility on Real Exchange Rate Volatility in Pakistan over 1983-Q1 to … 2014-Q2. Various econometric techniques like Johansen Cointegration and Vector Error Correction Model have been used for … exchange reserves volatility, CPI volatility and Real Oil Price Volatility have positive and NEWS has a negative effect on Real …
Persistent link: https://www.econbiz.de/10011929215
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Capturing the short-run and long-run causal behavior of Philippine stock market volatility under vector error correction environment
Camba, Abraham C. <Jr> - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 41-49
Persistent link: https://www.econbiz.de/10012670602
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On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
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Symmetric and asymmetric effects of crude oil price and exchange rate on stock market performance in Nigeria : evidence from multiple structural break and NARDL analysis
Okere, Kingsley Ikechukwu; Muoneke, Obumneke Bob; … - In: Journal of international trade & economic development : … 30 (2021) 6, pp. 930-956
Persistent link: https://www.econbiz.de/10012608932
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Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan - In: Journal of economics and finance 43 (2019) 4, pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
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Exchange rate volatility and India's cross-border trade : a pooled mean group and nonlinear cointegration approach
Sharma, Chandan; Pal, Debdatta - In: Economic modelling 74 (2018), pp. 230-246
Persistent link: https://www.econbiz.de/10012101329
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Impact of exchange rate volatility on the US exports : a new evidence from multiple threshold nonlinear ARDL model
Chang, Bisharat Hussain; Rajput, Suresh Kumar Oad; … - In: Journal of international commerce, economics and policy 10 (2019) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10012109963
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Exchange rate volatility and imports demand for the Islamic Republic of Iran
Naghshpour, Shahdad - In: International journal of trade and global markets 7 (2014) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10010530871
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The effect of real exchange rate volatility on exports in the Baltic region
Moslares, Carlos; Ekanayake, E. M. - In: The international journal of business and finance … 12 (2018) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10011856269