Browsing by Author "Sheikh, Umaid A."
Now showing items 1-6 of 6
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Do Financial Crises Matter for Nonlinear Exchange Rate and Stock Market Cointegration? A Heterogeneous Nonlinear Panel Data Model with PMG Approach
Tabash, Mosab I.; Sheikh, Umaid A.; Matar, Ali; Ahmed, Adel; Tran, Dang Khoa (2023)The existing literature has explained the causality flow from the exchange rates toward the stock market without explaining the role of the economic crisis in effecting this nexus. This study examines the role of the ... -
Do positive and negative variations in stock indexes lead to depreciation in local currencies? A beyond symmetrical evidence from ASEAN-5 region
Tabash, Mosab I.; Sheikh, Umaid A.; Asad, Muzaffar; Khan, Ather Azim (Taylor and Francis Ltd., 2023)Preliminary studies overlooked the importance of the financial crisis in the asymmetric transmission of financial market shocks to FX market returns. Moreover, existing studies also concentrated on the response of aggregate ... -
Global Financial Crisis in Effecting Asymmetrical Co-integration between Exchange Rate and Stock Indexes of South Asian Region: Application of Panel Data NARDL and ARDL Modelling Approach with Asymmetrical Granger Causility
Sheikh, Umaid A.; Tabash, Mosab I.; Asad, Muzaffar (Cogent OA, 2020)This research examines the impact of positive and negative shocks of exchange rate on South Asian Stock indexes by employing a Non-linear Panel autoregressive distributive lag model along with a Panel Asymmetric granger ... -
Gold-oil-exchange rate volatility, Bombay stock exchange and global financial contagion 2008: Application of NARDL model with dynamic multipliers for evidences beyond symmetry
Asad, Muzaffar; Tabash, Mosab I.; Sheikh, Umaid A.; Al-Muhanadi, Mesfer Mubarak; Ahmad, Zahid (Cogent OA, 2020)The primary objective of this research article is to investigate the asymmetrical linkages between gold-oil-exchange rates and Bombay stock indexes by utilizing a nonlinear ARDL approach covering the period from April 2003 ... -
Market miracles: Resilience of Karachi stock exchange index against terrorism in Pakistan
Tabash, Mosab I.; Sheikh, Umaid A.; Asad, Muzaffar (Cogent OA, 2020)Terrorism plays a pivotal role in influencing the stock indexes of many countries. This research article claims to be first in accessing the asymmetrical effect of multiple categories of terroristic activities on stock ... -
Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange: Does global financial crisis matter?
Sheikh, Umaid A.; Asad, Muzaffar; Israr, Aqeel; Tabash, Mosab I.; Ahmed, Zahid (Cogent OA, 2020)The study is intended to investigate the symmetrical relationship between macroeconomic variability and KSE-100 indexes by employing the ARDL model with bound testing procedure and error correction model. Authors have also ...