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Asymmetric impact of oil prices on exchange rate and stock prices · Study

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ArticleAsymmetric impact of oil prices on exchange rate and stock prices

Satish Kumar2019

Article2019

Asymmetric impact of oil prices on exchange rate and stock prices

144 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Market Dynamics and Volatility Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 144 citations exist upstream.

References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 2001Bounds testing approaches to the analysis of level relationships 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation 2015Oil prices, US stock return, and the dependence between their quantiles

Cited by

2022Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness 2022Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model 2021On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era 2023Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries 2020Exploring asymmetric relationship between Islamic banking development and economic growth in Pakistan: Fresh evidence from a non‐linear ARDL approach 2019Asymmetric impact of exchange rate changes on stock returns: evidence of twode factoregimes

Details

Year2019

Typearticle

Published2019-01-23

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations144

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.qref.2018.12.009

openalex_workW2913003242

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