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Causal nexus between crude, gold, dollar and stock markets in India : empirical explorations before, during and after the Global Recession

Saji, T. G. - In: The Indian economic journal 69 (2021) 4, pp. 688-704

Persistent link: https://www.econbiz.de/10012794164

How do bond, equity and commodity cycles interact?

Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan; … - In: Finance research letters 21 (2017), pp. 151-156

Persistent link: https://www.econbiz.de/10011807742

Oil market uncertainty and international business cycle dynamics

Yin, Libo; Feng, Jiabao - In: Energy economics 81 (2019), pp. 728-740

Persistent link: https://www.econbiz.de/10012172959

Effects of exchange rate, output gap, and output gap volatility on inflation volatility in Turkey

Özer, Mustafa; Grubišić, Zoran; Küçüksakarya, Sevilay - In: Journal of central banking theory and practice 12 (2023) 1, pp. 5-26

This study first investigates the short and long-run effectsof exchange rate, output gap and output gap volatility on … inflation volatility.Also, causality tests results indicate that changes in the exchangerate, output gap volatility, and output … gap will have permanent andtemporary causal effects on inflation volatility. The policymakersshould carefully consider …

Persistent link: https://www.econbiz.de/10014312187

Long-run waves or short-run fluctuations : what establishes the correlation between oil and food prices?

Krätschell, Karoline; Schmidt, Torsten - In: Applied economics 49 (2017) 54, pp. 5535-5546

Persistent link: https://www.econbiz.de/10011845195

Long-run trends or short-run fluctuations : what establishes the correlation between oil and food prices? ; conference paper

Krätschell, Karoline; Schmidt, Torsten - 2013 - This version: July, 2012

In this paper we use the frequency domain Granger causality test of Breitung/Candelon (2006) to analyse short and long-run causality between energy prices and prices of food commodities. We find that the oil price Granger causes all the considered food prices. However, when controlling for...

Persistent link: https://www.econbiz.de/10010341671