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Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan
16 references·5 citing·34 second hop
Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan (2019)Bayesian analysis of dynamic linkages amo…Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)Dynamic linkages among oil pr…Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (2016)Asymmetric impact of gold, oi…Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2010)Bayesian Multivariate Time Se…Dynamics of oil price, precious metal prices, and exchange rate (2009)Dynamics of oil price, precio…Tests for cointegration with two unknown regime shifts with an application to financial market integration (2008)Tests for cointegration with …Gold as a hedge against the dollar (2005)Gold as a hedge against the d…GOLD AS AN INFLATION HEDGE? (2004)GOLD AS AN INFLATION HEDGE?Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Forecasting with Bayesian Vector Autoregressions: Five Years of Experience (1986)Forecasting with Bayesian Vec…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Forecasting and conditional projection using realistic prior distributions (1984)Forecasting and conditional p…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Time-frequency information transmission among financial markets: evidence from implied volatility (2021)Time-frequency information tr…Effects of inflation uncertainty and exchange rate volatility on money demand in Pakistan: Bayesian econometric analysis (2021)Effects of inflation uncertai…Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach (2020)Return and Volatility Transmi…Dynamic connectedness and portfolio strategies: Energy and metal markets (2020)Dynamic connectedness and por…Dynamic analysis of the relationship between stock prices and macroeconomic variables (2019)Dynamic analysis of the relat…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? 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(2007)Large Bayesian vector auto regressions (2009)What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? (2012)Large time-varying parameter VARs (2013)Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication (2015)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (2008)Remittances and the Dutch disease (2009)US Monetary Policy and the Global Financial Cycle (2015)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
this work references cited by second hop

References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 2010Bayesian Multivariate Time Series Methods for Empirical Macroeconomics644 cited
  • 1986Forecasting with Bayesian Vector Autoregressions: Five Years of Experience629 cited
  • 2005Gold as a hedge against the dollar572 cited
  • 2009Dynamics of oil price, precious metal prices, and exchange rate504 cited
  • 2008Tests for cointegration with two unknown regime shifts with an application to financial market integration488 cited
  • 2016Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets

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390 cited
  • 2016Dynamic linkages among oil price, gold price, exchange rate, and stock market in India367 cited
  • 2004GOLD AS AN INFLATION HEDGE?283 cited
  • Cited by

    • 2020Dynamic connectedness and portfolio strategies: Energy and metal markets93 cited
    • 2019Dynamic analysis of the relationship between stock prices and macroeconomic variables65 cited
    • 2021Time-frequency information transmission among financial markets: evidence from implied volatility37 cited
    • 2020Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach22 cited
    • 2021Effects of inflation uncertainty and exchange rate volatility on money demand in Pakistan: Bayesian econometric analysis19 cited