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Does gold act as a safe haven against exchange rate fluctuations? : the case of Pakistan rupee

Qureshi, Saba; Ur Rehman, Ijaz; Fiza Qureshi - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 4, pp. 685-708

Persistent link: https://www.econbiz.de/10012053515

Exchange rate risk and the bilateral trade between Malaysia and Singapore

Aftab, Muhammad; Ur Rehman, Ijaz - In: Studies in economics and finance 34 (2017) 3, pp. 407-426

Persistent link: https://www.econbiz.de/10011961073

Investigating the relationship between trade balance and the exchange rate : the case of Laos' trade with Thailand

Phouphet Kyophilavong; Shahbaz, Muhammad; Ur Rehman, Ijaz; … - In: Global business review 19 (2018) 3, pp. 590-603

Persistent link: https://www.econbiz.de/10011887660

Exchange Rate Risk and Sectoral Returns : A Wavelet-Based MRA-EDCC GARCH Analysis

Qureshi, Saba; Qureshi, Fiza; Soomro, Arjumand Bano; … - 2022

This study empirically investigates the spillover between exchange rate risk and sectoral returns in Pakistan over the period of 1992–2017 using high-frequency data. Building on the Wavelet multi- resolution-extended dynamic conditional correlation GARCH (MRA-EDCC GARCH) model, our findings...

Persistent link: https://www.econbiz.de/10014030139