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On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty
16 references·0 citing·43 second hop
On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty (2021)On the connection between oil and global …How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)How COVID-19 drives connected…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Economic policy uncertainty and stock markets: Long-run evidence from the US (2016)Economic policy uncertainty a…Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)Dynamic linkages among oil pr…Trade and Investment under Policy Uncertainty: Theory and Firm Evidence (2015)Trade and Investment under Po…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Oil prices, exchange rates and emerging stock markets (2011)Oil prices, exchange rates an…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Commodity prices, interest rates and the dollar (2009)Commodity prices, interest ra…Spillover effect of US dollar exchange rate on oil prices (2008)Spillover effect of US dollar…China and the relationship between the oil price and the dollar (2007)China and the relationship be…Oil prices and real exchange rates (2006)Oil prices and real exchange …Oil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …A test for independence based on the correlation dimension (1996)A test for independence based…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Dynamics of oil price, precious metal prices, and exchange rate (2009)Modelling oil price and exchange rate co-movements (2011)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Plants and Productivity in International Trade (2003)The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity (2003)The Impact of Uncertainty Shocks (2009)Industrial Policy and Competition (2015)Economic policy uncertainty: A literature review (2019)Statistical inference in vector autoregressions with possibly integrated processes (1995)Efficient Tests for an Autoregressive Unit Root (1996)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Oil price shocks and stock market returns: New evidence from the United States and China (2014)Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach (2017)An Economic Theory of Democracy. (1958)Distributive Politics and Economic Growth (1994)Political uncertainty and risk premia (2013)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
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  • 2020How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques397 cited
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  • 2016Dynamic linkages among oil price, gold price, exchange rate, and stock market in India

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367 cited
  • 2007China and the relationship between the oil price and the dollar323 cited
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