create a website

The Asymmetric Effects of Exchange Rate Volatility on Pakistan–Japan Commodity Trade: Evidence from Non-linear ARDL Approach. (2024). Wohar, Mark ; Jabeen, Sitara ; Nosheen, Misbah ; Iqbal, Javed.
In: Asia-Pacific Financial Markets.
RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09427-6.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 76

References cited by this document

Cocites: 34

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Abbasi, I., & Khatwani, M. K. (2019). Pak–Japan relations: A multi-dimensional engagement. Asia Pacific-Annual Research Journal of Far East & South East Asia, 31.
    Paper not yet in RePEc: Add citation now
  2. Al-Khazali, O., & Mirzaei, A. (2017). Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. Journal of International Financial Markets, Institutions and Money, 51, 190–208.

  3. Alam, S., & Ahmad, Q. M. (2011). Exchange rate volatility and Pakistan’s bilateral imports from major sources: An application of ARDL approach. International Journal of Economics and Finance, 3(2), 245–254.
    Paper not yet in RePEc: Add citation now
  4. Anyikwa, I. C., & Domela, L. (2022). Asymmetric effects of exchange rate volatility on trade flows in BRICS economies. Studies in Economics and Econometrics, 46(3), 224–247.
    Paper not yet in RePEc: Add citation now
  5. Arize, A. C., Malindretos, J., & Kasibhatla, K. M. (2003). Does exchange-rate volatility depress export flows: The case of LDCs. International Advances in Economic Research, 9(1), 7–19.

  6. Baba, N., Nishioka, S., Oda, N., Shirakawa, M., Ueda, K., & Ugai, H. (2005). Japan's deflation, problems in the financial system and monetary policy.
    Paper not yet in RePEc: Add citation now
  7. Bacchetta, P., & Van Wincoop, E. (2006). Can information heterogeneity explain the exchange rate determination puzzle? American Economic Review, 96(3), 552–576.

  8. Baek, J. (2014). Exchange rate effects on Korea–US bilateral trade: A new look. Research in Economics, 68(3), 214–221.
    Paper not yet in RePEc: Add citation now
  9. Baek, J., & Yoon, J. H. (2023). The Korea–Vietnam trade and the bilateral exchange rate: Asymmetric evidence from commodity trade data. Australian Economic Papers, 62(1), 124–148.

  10. Bahmani-Oskooee, M. (1996). Exchange rate uncertainty and trade flows of LDCs: Evidence from Johansen’s cointegration models. Journal of Economic Development, 21(1), 23–35.
    Paper not yet in RePEc: Add citation now
  11. Bahmani-Oskooee, M., & Aftab, M. (2017). On the asymmetric effects of exchange rate volatility on trade flows: New evidence from US-Malaysia trade at the industry level. Economic Modelling, 63, 86–103.

  12. Bahmani-Oskooee, M., & Arize, A. C. (2020). On the asymmetric effects of exchange rate volatility on trade flows: Evidence from Africa. Emerging Markets Finance and Trade, 56(4), 913–939.

  13. Bahmani-Oskooee, M., & Arize, A. C. (2022). The effect of exchange rate volatility on US bilateral trade with Africa: A symmetric and asymmetric analysis. Economic Systems, 46(1), 100879.

  14. Bahmani-Oskooee, M., & Fariditavana, H. (2019). How sensitive are the US inpayments and outpayments to real exchange rate changes: An asymmetry analysis. International Economics and Economic Policy, 16, 619–647.

  15. Bahmani-Oskooee, M., & Halicioglu, F. (2017). Asymmetric effects of exchange rate changes on Turkish bilateral trade balances. Economic Systems, 41(2), 279–296.

  16. Bahmani-Oskooee, M., & Harvey, H. (2011). Exchange-rate volatility and industry trade between the US and Malaysia. Research in International Business and Finance, 25(2), 127–155.

  17. Bahmani-Oskooee, M., & Harvey, H. (2018). The US trade balance with partners from developing world: An asymmetry analysis of the J-curve effect. Journal of Economic Development, 43(2), 29–44.

  18. Bahmani-Oskooee, M., & Harvey, H. (2023). Whose policy uncertainty matters in the trade between Mexico and the US: Additional evidence from asymmetric analysis. The Journal of Economic Asymmetries, 28, e00311.

  19. Bahmani-Oskooee, M., & Hegerty, S. W. (2007). Exchange rate volatility and trade flows: A review article. Journal of Economic Studies, 34(3), 211–255.

  20. Bahmani-Oskooee, M., & Hegerty, S. W. (2009). The effects of exchange-rate volatility on commodity trade between the United States and Mexico. Southern Economic Journal, 75(4), 1019–1044.

  21. Bahmani-Oskooee, M., & Hegerty, S. W. (2010). The J-and S-curves: A survey of the recent literature. Journal of Economic Studies, 37(6), 580–596.

  22. Bahmani-Oskooee, M., & Ltaifa, N. (1992). Effects of exchange rate risk on exports: Cross country analysis. World Development, 20, 1173–1181.

  23. Bahmani-Oskooee, M., & Mohammadian, A. (2016). Asymmetry effects of exchange rate changes on domestic production: Evidence from nonlinear ARDL approach. Australian Economic Papers, 55(3), 181–191.

  24. Bahmani-Oskooee, M., & Payesteh, S. (1993). Does exchange rate volatility deter trade volume of LDCs? Journal of Economic Development, 18, 189–205.
    Paper not yet in RePEc: Add citation now
  25. Bahmani-Oskooee, M., & Ratha, A. (2008). Exchange rate sensitivity of US bilateral trade flows. Economic Systems, 32(2), 129–141.

  26. Bahmani-Oskooee, M., & Rhee, H. J. (1996). Time-series support for Balassa’s productivity-bias hypothesis: Evidence from Korea. Review of International Economics, 4(3), 364–370.

  27. Bahmani-Oskooee, M., & Xu, J. (2014). The S-curve dynamics of trade between the US and Korea: Evidence from commodity trade. New Zealand Economic Papers, 48(1), 40–52.

  28. Bahmani-Oskooee, M., & Zhang, R. (2013). The J-curve: Evidence from commodity trade between UK and China. Applied Economics, 45(31), 4369–4378.

  29. Bahmani-Oskooee, M., Aftab, M., & Harvey, H. (2016c). Asymmetry cointegration and the J-curve: New evidence from Malaysia-Singapore commodity trade. The Journal of Economic Asymmetries, 14, 211–226.

  30. Bahmani-Oskooee, M., Akhtar, P., Ullah, S., & Majeed, M. T. (2020). Exchange rate risk and uncertainty and trade flows: Asymmetric evidence from Asia. Journal of Risk and Financial Management, 13(6), 128.

  31. Bahmani-Oskooee, M., Arize, A. C., & Kalu, E. U. (2023a). On the asymmetric effects of exchange rate volatility on the US Bilateral Trade with its 12 South American partners. Economic Change and Restructuring, 56(2), 701–732.

  32. Bahmani-Oskooee, M., Harvey, H., & Hegerty, S. W. (2017). The Japanese trade balance and asymmetric effects of yen fluctuations: Evidence using nonlinear methods. The Journal of Economic Asymmetries, 15, 56–63.

  33. Bahmani-Oskooee, M., Iqbal, J., & Nosheen, M. (2016a). Commodity trade between Pakistan and the US: Is there evidence of the J-curve? Applied Economics, 48(11), 957–965.

  34. Bahmani-Oskooee, M., Iqbal, J., & Salam, M. (2016b). Short run and long run effects of exchange rate volatility on commodity trade between Pakistan and Japan. Economic Analysis and Policy, 52, 131–142.

  35. Bahmani-Oskooee, M., Usman, A., & Ullah, S. (2023b). Asymmetric impact of exchange rate volatility on commodity trade between Pakistan and China. Global Business Review, 24(3), 510–534.

  36. Bailey, M. J., Tavlas, G. S., & Ulan, M. (1987). The impact of exchange-rate volatility on export growth: Some theoretical considerations and empirical results. Journal of Policy Modeling, 9(1), 225–243.

  37. Balcilar, M., Bonato, M., Demirer, R., & Gupta, R. (2018). Geopolitical risks and stock market dynamics of the BRICS. Economic Systems, 42(2), 295–306.

  38. Broll, U., & Mukherjee, S. (2017). International trade and firms’ attitude towards risk. Economic Modelling, 64, 69–73.
    Paper not yet in RePEc: Add citation now
  39. Brown, R. L., Durbin, J., & Evans, J. M. (1975). Techniques for testing the constancy of regression relationships over time. Journal of the Royal Statistical Society Series B: Statistical Methodology, 37(2), 149–163.
    Paper not yet in RePEc: Add citation now
  40. Cargill, T. F., Hutchison, M. M., & Ito, T. (2003). The political economy of Japanese monetary policy. MIT Press.
    Paper not yet in RePEc: Add citation now
  41. Chakrabarti, R. (2007). Foreign exchange markets. Oxford companion to eco no mics in India. Oxford University Press.
    Paper not yet in RePEc: Add citation now
  42. De Grauwe, P. (1988). Exchange rate variability and the slowdown in growth of international trade. Staff Papers, 35(1), 63–84.

  43. Devereux, M. B., & Engel, C. (2003). Monetary policy in the open economy revisited: Price setting and exchange-rate flexibility. The Review of Economic Studies, 70(4), 765–783.

  44. Doganlar, M. (2002). Estimating the impact of exchange rate volatility on exports: Evidence from Asian countries. Journal of Applied Economics Letters, 9, 859–863.
    Paper not yet in RePEc: Add citation now
  45. Dominguez, K. M., & Tesar, L. L. (2006). Exchange rate exposure. Journal of International Economics, 68(1), 188–218.
    Paper not yet in RePEc: Add citation now
  46. El-Khatib, Y., & Hatemi-J, A. (2016). An alternative stochastic volatility model. In Progress in Industrial Mathematics at ECMI 2014 18 (pp. 1029–1036). Springer.
    Paper not yet in RePEc: Add citation now
  47. Engle, R. F., & Granger, C. W. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica: Journal of the Econometric Society, 55, 251–276.

  48. Frenkel, J. A., & Mussa, M. L. (1985). Asset markets, exchange rates and the balance of payments. Handbook of International Economics, 2, 679–747.

  49. Genc, E. G., & Artar, O. K. (2014). The effect of exchange rates on exports and imports of emerging countries. European Scientific Journal, 10(13), 128–141.
    Paper not yet in RePEc: Add citation now
  50. Glick, R., & Rose, A. K. (1999). Contagion and trade: Why are currency crises regional? Journal of International Money and Finance, 18(4), 603–617.

  51. Goldberg, P., & Knetter, M. (1997). Goods prices and exchange rates: What have we learned? Journal of Economic Literature, 35, 1243–1292.

  52. Gupta, M., & Varshney, S. (2022). Exchange rate volatility and India-US export at commodity level: Evidence from an autoregressive distributed lag approach. Iranian Economic Review, 26(4), 853–875.
    Paper not yet in RePEc: Add citation now
  53. Hatemi-J, A. (2014). Asymmetric generalized impulse responses with an application in finance. Economic Modelling, 36, 18–22.

  54. Huang, C. H., & Yang, C. Y. (2015). European exchange rate regimes and purchasing power parity: An empirical study on eleven eurozone countries. International Review of Economics & Finance, 35, 100–109.
    Paper not yet in RePEc: Add citation now
  55. Iqbal, J., Aziz, S., & Nosheen, M. (2022). The asymmetric effects of exchange rate volatility on US–Pakistan trade flows: New evidence from nonlinear ARDL approach. Economic Change and Restructuring, 55(1), 225–255.
    Paper not yet in RePEc: Add citation now
  56. Iqbal, J., Nosheen, M., & Wohar, M. (2023). Exchange rate volatility and India–US commodity trade: evidence of the third country effect. Indian Economic Review, 1–40.
    Paper not yet in RePEc: Add citation now
  57. Johansen, S., & Juselius, K. (1990). Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK (No. 90–05).

  58. Kasman, S., Vardar, G., & Tunç, G. (2011). The impact of interest rate and exchange rate volatility on banks’ stock returns and volatility: Evidence from Turkey. Economic Modelling, 28(3), 1328–1334.
    Paper not yet in RePEc: Add citation now
  59. Kim, M. (2019). Financial development, exchange rate fluctuations and debt dollarization: A firm-level evidence. International Monetary Fund.

  60. Kumar, R., & Dhawan, R. (1991). Exchange rate volatility and Pakistan’s export to the developed world, 1974–1985. World Development, 19, 1225–1240.
    Paper not yet in RePEc: Add citation now
  61. Lee, C. H., Li, S. H., & Lee, J. Y. (2022). An asymmetric impact analysis of the exchange rate volatility on commodity trade between the US and China. International Review of Economics & Finance, 82, 399–415.
    Paper not yet in RePEc: Add citation now
  62. Lotfalipour, M. R., & Bazargan, B. (2014). The impact of exchange rate volatility on trade balance of Iran. Advances in Economics and Business, 2(8), 293–302.
    Paper not yet in RePEc: Add citation now
  63. Mazuba, H. C. (2019). Analysing the exchange rate volatility relative to trade balance: The case of SACU countries (Doctoral dissertation, University of Namibia).
    Paper not yet in RePEc: Add citation now
  64. Mustafa, K., Nishat, M., & Kemal, M. A. (2004). Volatility of exchange rate and export growth in Pakistan: The structure and interdependence in regional markets [with Comments]. The Pakistan Development Review, 43, 813–828.
    Paper not yet in RePEc: Add citation now
  65. Nguyen, C. N., Bui, T. A., Le Thi, H., & Nguyen, T. C. H. (2018). The impact of exchange rate movements on trade balance between Vietnam and Japan: J curve effect test. VNU Journal of Economics and Business, 34(2), 17–27.
    Paper not yet in RePEc: Add citation now
  66. Obstfeld, M., & Rogoff, K. (1995). Exchange rate dynamics redux. Journal of Political Economy, 103(3), 624–660.

  67. Pesaran, H. M., Shin, Y., & Smith, R. (2001). Bounds testing approaches to the analysis of a long-run relationship. Journal of Applied Economics, 16, 289–326.

  68. Raza, N., Shahzad, S. J. H., Tiwari, A. K., & Shahbaz, M. (2016). Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. Resources Policy, 49, 290–301.

  69. Saqib, N., & Sana, I. (2012). Exchange rate volatility and its effect on Pakistan’s export volume. Advances in Management and Applied Economics, 2, 109–124.
    Paper not yet in RePEc: Add citation now
  70. Sarno, L., & Taylor, M. P. (1998). Real exchange rates under the recent float: Unequivocal evidence of mean reversion. Economics Letters, 60(2), 131–137.

  71. Sarno, L., & Taylor, M. P. (2002). Purchasing power parity and the real exchange rate. IMF Staff Papers, 49(1), 65–105.

  72. Shaikh, S. A., & Hongbing, O. (2015). Exchange rate volatility and trade flows evidence from China, Pakistan, and India. International Journal of Economics and Finance, 7(11), 121–127.
    Paper not yet in RePEc: Add citation now
  73. Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. Festschrift in honor of Peter Schmidt: Econometric methods and applications, 281–314.
    Paper not yet in RePEc: Add citation now
  74. Uremadu, S. O., Odili, O., & Florence, O. (2017). The effects of exchange rate variability on trade flows in Nigeria: A cointegration analysis. Quarterly Journal of Econometrics Research, 3(2), 12–51.

  75. World Bank. (2021). Pakistan development update: Reviving exports. https://thedocs.worldbank.org/en/doc/4fe3cf6ba63e2d9af67a7890d018a59b-0310062021/original/PDU-Oct-2021-Final-Public.pdf .
    Paper not yet in RePEc: Add citation now
  76. Xu, J., Bahmani-Oskooee, M., & Karamelikli, H. (2022). On the asymmetric effects of exchange rate uncertainty on China’s bilateral trade with its major partners. Economic Analysis and Policy, 73, 653–669.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis. (2025). Rahman, Md Shahriar ; Moudud-Ul, Syed.
    In: Computational Economics.
    RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10607-3.

    Full description at Econpapers || Download paper

  2. Who’s more efficient and drives others? Profit sharing rates vs. deposit rates. (2025). Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat ; Gk, Remzi.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:99:y:2025:i:c:s106297692400156x.

    Full description at Econpapers || Download paper

  3. Stock Market Calendar Anomalies in Sub-Saharan Africa Stock Markets. (2025). Murekachiro, Dennis.
    In: International Journal of Research and Scientific Innovation.
    RePEc:bjc:journl:v:12:y:2025:i:2:p:42-49.

    Full description at Econpapers || Download paper

  4. The Role of Weather Anomalies in Shaping Investor Sentiment and Stock Market Performance: A Conceptual Analysis. (2025). Shehryar, Muhammad.
    In: International Journal of Research and Innovation in Social Science.
    RePEc:bcp:journl:v:9:y:2025:issue-3:p:558-565.

    Full description at Econpapers || Download paper

  5. Impacts of investors sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets. (2024). Naoui, Kamel ; Mensi, Walid ; Belhoula, Mohamed Malek.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01780-y.

    Full description at Econpapers || Download paper

  6. The Asymmetric Effects of Exchange Rate Volatility on Pakistan–Japan Commodity Trade: Evidence from Non-linear ARDL Approach. (2024). Wohar, Mark ; Jabeen, Sitara ; Nosheen, Misbah ; Iqbal, Javed.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09427-6.

    Full description at Econpapers || Download paper

  7. Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

    Full description at Econpapers || Download paper

  8. A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Raza, Syed Ali ; Shah, Nida ; Suleman, Muhammed Tahir.
    In: International Economics.
    RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

    Full description at Econpapers || Download paper

  9. The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

    Full description at Econpapers || Download paper

  10. The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. (2023). Gungor, Selim ; Erer, Elif.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00484-4.

    Full description at Econpapers || Download paper

  11. Digital financial innovation and renewable electrification: A step toward zero carbon nexus. (2023). Cao, Feifei.
    In: Renewable Energy.
    RePEc:eee:renene:v:215:y:2023:i:c:s0960148123008108.

    Full description at Econpapers || Download paper

  12. Combining the role of the banking sector and natural resource utilization on green economic development: Evidence from China. (2023). Le, Xilin ; Ruan, Shuai ; Zhang, Shanshan ; Wan, Guofeng ; Yu, Chao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003823.

    Full description at Econpapers || Download paper

  13. Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Ferreira, Joaquim ; Morais, Flavio.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725.

    Full description at Econpapers || Download paper

  14. Adaptive Market Hypothesis and Time-varying Contrarian Effect: Evidence From Emerging Stock Markets of South Asia. (2022). Shaharuddin, Shahrin Saaid ; Abd, Mohd Edil ; Munir, Ali Fayyaz.
    In: SAGE Open.
    RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068490.

    Full description at Econpapers || Download paper

  15. The Size Anomaly in Islamic Stock Indices: A Stochastic Dominance Approach. (2022). Lean, Hooi Hooi ; Zoubi, Taisier ; Alkhazali, Osamah.
    In: IJFS.
    RePEc:gam:jijfss:v:10:y:2022:i:4:p:102-:d:960531.

    Full description at Econpapers || Download paper

  16. The trade-off between knowledge accumulation and independence: The case of the Shariah supervisory board within the Shariah governance and firm performance nexus. (2022). Farquhar, Stuart ; Kok, Seng Kiong ; Giorgioni, Gianluigi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001707.

    Full description at Econpapers || Download paper

  17. Islamic Stock indices and COVID-19 pandemic. (2022). Salisu, Afees ; Shaik, Muneer.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:282-293.

    Full description at Econpapers || Download paper

  18. Trading behaviour and market sentiment: Firm-level evidence from an emerging Islamic market. (2022). Uddin, Moshfique ; Anderson, Keith ; Chowdhury, Anup.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000193.

    Full description at Econpapers || Download paper

  19. Regime-Switching Determinants of Mutual Fund Performance in South Africa. (2021). Apau, Richard ; Moores-Pitt, Peter ; Muzindutsi, Paul-Francois.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:4:p:161-:d:662523.

    Full description at Econpapers || Download paper

  20. Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

    Full description at Econpapers || Download paper

  21. A survey of Islamic finance research – Influences and influencers. (2021). Rizvi, Syed Aun R. ; Aun, Syed ; Haroon, Omair ; Ali, Mohsin ; Khan, Abdullah.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x20303334.

    Full description at Econpapers || Download paper

  22. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Qureshi, Fiza.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

    Full description at Econpapers || Download paper

  23. Fiscal Policy and Stock Market Efficiency in the USA: An ARDL Bounds Testing Approach. (2020). Adams, Michael Anthony.
    In: Journal of Accounting, Business and Finance Research.
    RePEc:spi:joabfr:2020:p:73-81.

    Full description at Econpapers || Download paper

  24. THE EXISTENCE OF THE DAY-OF-THE-WEEK EFFECT. (2020). Novotna, Veronika ; Skapa, Stanislav ; Krapek, Milan.
    In: Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE.
    RePEc:rom:mancon:v:14:y:2020:i:1:p:915-923.

    Full description at Econpapers || Download paper

  25. Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach. (2020). Reboredo, Juan ; Arismendi Zambrano, Juan ; Rivera-Castro, M A ; Arismendi-Zambrano, J C ; Ramos-Almeida, T.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n305-20.pdf.

    Full description at Econpapers || Download paper

  26. Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

    Full description at Econpapers || Download paper

  27. Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi.
    In: Economic Systems.
    RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

    Full description at Econpapers || Download paper

  28. A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

    Full description at Econpapers || Download paper

  29. The seasonality of gold prices in China does the risk‐aversion level matter?. (2020). Wong, Wing-Keung ; Zhu, Zhenzhen ; van Hoang, Thi Hong ; Xiao, Bing.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:3:p:2617-2664.

    Full description at Econpapers || Download paper

  30. Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

    Full description at Econpapers || Download paper

  31. Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). Ahmed, Walid.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

    Full description at Econpapers || Download paper

  32. To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

    Full description at Econpapers || Download paper

  33. Stock market efficiency: A comparative analysis of Islamic and conventional stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ali, Sajid ; Raza, Naveed ; Al-Yahyaee, Khamis Hamed.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:139-153.

    Full description at Econpapers || Download paper

  34. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Yoon, Seong-Min ; Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 22:55:54 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.