The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19: Empirical insights of Pakistan

This study analyzes the trilateral relationship between macroeconomic variables of oil prices, stock market index, and exchange rate to demonstrate their behavior and inter-relationship in the economic setup of Pakistan. The investigated period includes daily time series data ranging from 4 January...

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Principais autores:	Mosab I. Tabash, Zaheeruddin Babar, Umaid A Sheikh, Ather Azim Khan, Suhaib Anagreh
Formato:	Artigo
Idioma:	Inglês
Publicado:	Taylor & Francis Group 2022-12-01
Series:	Cogent Economics & Finance
Assuntos:	Transmission mechanism between OP and ER Oil prices and stock market indices COVID-19 Unrestricted VAR framework Variance decomposition in VAR IRF
Acceso en liña:	https://www.tandfonline.com/doi/10.1080/23322039.2022.2129366
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