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Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices: Application of the unrestricted VAR
(Cogent OA, 2022)
This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct ...
Do positive and negative variations in stock indexes lead to depreciation in local currencies? A beyond symmetrical evidence from ASEAN-5 region
(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 ...