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Exchange rate and oil price interactions in selected CEE countries
Drachal, Krzysztof - In: Economies 6 (2018) 2, pp. 1-21
This paper reports a study on the causal dynamics between spot oil price, exchange rates, and stock prices in Poland, the Czech Republic, Hungary, Romania, and Serbia. The results are compared with a benchmark analysis in which U.S. monthly data are used, and time periods are selected according...
Persistent link: https://www.econbiz.de/10012009834
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Sinkender Ölpreis belastet Russlands Wirtschaft: Sieben Fragen an Hella Engerer
Wittenberg, Erich; Engerer, Hella - In: DIW Wochenbericht 76 (2009) 3, pp. 39
Persistent link: https://www.econbiz.de/10011601941
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Impact of democratic/non-democratic regimes on foreign direct investment in Pakistan: Pre and post September 11, 2001 scenarios
Nawaz, Tahir; Khan, Masood Amjad; Shah, Muhammad Akbar Ali - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 6 (2012) 1, pp. 67-82
direct investment in Pakistan have been investigated using quarterly data over the period of 1976Q1 to 2006Q4. Stepwise …-correlation and ARCH effect and to model the conditional variance of FDI. It is found that foreign direct investment in Pakistan … observed that the volatility shocks are quite persistent and take a long time to die out. September 11, 2001incident and …
Persistent link: https://www.econbiz.de/10011938300
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The impact of national financial regulation on macroeconomic and fiscal performance after the 2007 financial shock: Econometric analyses based on cross-country data
Hagen, Tobias - In: Economics: The Open-Access, Open-Assessment E-Journal 7 (2013) 2013-33, pp. 1-44
Using cross-country data, this paper estimates the impact of the 2007 financial shock on countries' macroeconomic developments conditional on national financial regulations before the crisis. For this purpose, the financial reform index developed by Abiad et al. (A New Database of Financial...
Persistent link: https://www.econbiz.de/10010317973
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Forecast Evaluation of Explanatory Models of Financial Variability
Sucarrat, Genaro - In: Economics: The Open-Access, Open-Assessment E-Journal 3 (2009) 2009-8, pp. 1-33
obtained from discrete time models by comparing them with high-frequency ex post estimates (e.g. realised volatility) based on … illustration provides an example of where an explanatory model outperforms realised volatility ex post. …
Persistent link: https://www.econbiz.de/10010332964
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Analysing oil price- macroeconomic volatility in Nigeria
Abdulkareem, Alhassan; Abdulhakeem, Kilishi A. - In: CBN Journal of Applied Statistics 07 (2016) 1, pp. 1-22
This study provides analytical insight on modelling macroeconomic and oil price volatility in Nigeria. Mainly, the … GARCH - M); and oil price is a major source of macroeconomic volatility in Nigeria. By implication, the Nigerian economy is … vulnerable to both internal shocks (interest rate volatility, real GDP volatility) and external shocks (exchange rate volatility …
Persistent link: https://www.econbiz.de/10011482623
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Stock market a proxy for oil prices: A focus on the Nigerian economy
Chaudary, Samra; Nisar, Sehrish; Talat, Amina; … - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 8 (2014) 3, pp. 780-797
exchange rates and altering world market index were employed. For the purpose of this study, oil is specified as crude oil …; relationship between share prices and oil prices, exchange rates and world market index does exist. Share prices of Nigerian … factors constant, it can be asserted that share prices of Nigerian companies respond positively to the world market and oil …
Persistent link: https://www.econbiz.de/10011938427
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Effectiveness of exchange rate in Pakistan: Causality analysis
Khan, Rana Ejaz Ali; Sattar, Rashid; Rehman, Hafeez Ur - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 6 (2012) 1, pp. 83-96
The study analyzed the effectiveness of exchange rate on macroeconomic variables of Pakistan. The precise objective of …
Persistent link: https://www.econbiz.de/10011938301
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Stock prices of renewable energy firms: Are there asymmetric responses to oil price changes?
Lee, Donggyu; Baek, Jungho - In: Economies 6 (2018) 4, pp. 1-8
This article revisits the question of whether crude oil prices have a positive effect on stock the prices of renewable energy firms. To examine this question carefully, we allow for the asymmetric effects of oil price changes in our modeling process, using the nonlinear autoregressive...
Persistent link: https://www.econbiz.de/10012009866
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Asymmetric pass-through between oil prices and the stock prices of clean energy firms: New evidence from a nonlinear analysis
Kocaarslan, Baris; Soytas, Ugur - In: Energy Reports 5 (2019), pp. 117-125
There is an ongoing debate on how oil prices affect the stock prices of clean energy companies. We contribute to this debate by questioning the possibility of asymmetric linkages between oil prices, interest rates, and the stock prices of clean energy and technology firms. Using a recently...
Persistent link: https://www.econbiz.de/10012651931