Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices : application of the unrestricted VAR
Year of publication: |
2022
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Authors: | Tabash, Mosab I. ; Asad, Muzaffar ; Khan, Ather Azim ; Sheikh, Umaid A. ; Babar, Zaheerudin |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 10.2022, 1, Art.-No. 2139884, p. 1-19
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Subject: | exchange rates | johansen test of co-integration | oil prices | stock market indices | Transmission mechanism | unrestricted VAR | Ölpreis | Oil price | Wechselkurs | Exchange rate | VAR-Modell | VAR model | Aktienmarkt | Stock market | Kointegration | Cointegration | Schätzung | Estimation | Preiskonvergenz | Price convergence | Volatilität | Volatility | Börsenkurs | Share price |
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Tabash, Mosab I., (2022)
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