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Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets

Shahbaz, Muhammad; Tiwari, Aviral Kumar; Tahir, … - Volkswirtschaftliche Fakultät, … - 2013

This study analyzes the time-frequency relationship between oil price and exchange rate for Pakistan by using measures …

Persistent link: https://www.econbiz.de/10011107478

Another Look at the Interaction Between Oil Price Uncertainty and Exchange Rate Volatility: The Case of Small Open Economies

Selmi, Refk; Bouoiyour, Jamal; Ayachi, Fethi - Volkswirtschaftliche Fakultät, … - 2012

Several studies considered oil price as exchange rate determinants. The novelty of our paper is to test if the lagged oil price are statistically significant predictors of Moroccan and Tunisian exchange rate. We consider a stricter GARCH specifications (linear versus nonlinear, symmetric versus...

Persistent link: https://www.econbiz.de/10011108802

Oil Price and Exchange Rate Volatility in Nigeria

Ogundipe, Adeyemi; Ogundipe, Oluwatomisin - Volkswirtschaftliche Fakultät, … - 2013

the effects of oil price, external reserves and interest rate on exchange rate volatility in Nigeria using annual data … exchange rate volatility in Nigeria; which implies that exchange rate is susceptible to changes in oil price. The study … rate volatility significantly in Nigeria. …

Persistent link: https://www.econbiz.de/10011109692

Does oil price matter for Indian stock markets?

Chittedi, Krishnareddy - Volkswirtschaftliche Fakultät, … - 2011

relationship. The results obtained suggest that volatility of stock prices in India have a significant impact on the volatility of …

Persistent link: https://www.econbiz.de/10009370808

Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions

Stavarek, Daniel - Volkswirtschaftliche Fakultät, … - 2004

This paper investigates the nature of the causal relationships among stock prices and effective exchange rates in four old EU member countries (Austria, France, Germany, and the UK), four new EU member countries (Czech Republic, Hungary, Poland, and Slovakia), and in the United States. Both the...

Persistent link: https://www.econbiz.de/10005837357

Linkages between the stock prices and the exchange rates during the global crisis: the case of Romania

Stefanescu, Razvan; Dumitriu, Ramona - Volkswirtschaftliche Fakultät, … - 2011

Since the Asian flu several empirical studies revealed that in the crisis circumstances the relationship between the stock prices and the exchange rates could suffer significant changes. Such findings were confirmed during the global crisis that started in 2008. In the case of Romania the global...

Persistent link: https://www.econbiz.de/10011258314

Stock prices, exchange rates and causality in Malaysia: a note

Azman-Saini, W.N.W.; Habibullah, M.S.; Law, Siong Hook; … - Volkswirtschaftliche Fakultät, … - 2006

This article contributes to the debate on stock prices and exchange rates in Malaysia. It examines causal relations using a new Granger non-causality test proposed by Toda and Yamamoto (Journal of Econometrics, 66, 225-50, 1995). Among the findings of interest, there is a feedback interaction...

Persistent link: https://www.econbiz.de/10005619402

Oil prices, exchange rates and emerging stock markets

Basher, Syed Abul; Haug, Alfred A.; Sadorsky, Perry - Volkswirtschaftliche Fakultät, … - 2011

While two different streams of literature exist investigating 1) the relationship between oil prices and emerging market stock prices and 2) the relationship between oil prices and exchange rates, relatively little is known about the dynamic relationship between oil prices, exchange rates and...

Persistent link: https://www.econbiz.de/10009001163

MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING

Nwaobi, Godwin - Volkswirtschaftliche Fakultät, … - 2008

Indeed, the specification of equilibrium in the world economy depends on the exchange rate regime and thus, the early … foreign exchange markets. However, the world has known several exchange rate systems beginning with the fixed-gold standard … exchange was deregulated, independent traders finally had access to the biggest trading market of the world; and these forex …

Persistent link: https://www.econbiz.de/10005619306

Constructing Global Governance of Global Finance: Towards a Hybrid Global Financial Architecture

Khan, Haider - Volkswirtschaftliche Fakultät, … - 2011

I develop a critical constructivist evolutionary theory of international financial institutions and arrangements. Specifically, I analyze the role of IMF under the present globalization moves and repeated financial crises by following such a critical constructivist evolutionary theory of...

Persistent link: https://www.econbiz.de/10011260621

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