Browsing Publications by Author "Asad, Muzaffar"
Now showing items 1-7 of 7
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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 ... -
The Nexus between Carbon Emissions and Per Capita Income of Households: Evidence from Japanese Prefectures
Kayani, Umar Nawaz; Fahlevi, Mochammad; Mumtaz, Roohi; Al Qaruty, Reem; Asad, Muzaffar (Econjournals, 2023-11)Household consumption is influenced by various factors. Despite this, the intricate nature of consumption behaviors and the lack of comprehensive data from the supply chain have led to an incomplete recognition of the ... -
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
Tabash, Mosab I; Asad, Muzaffar; Khan, Ather Azim; Sheikh, Umaid A; Babar, Zaheerudin (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 ... -
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 ...