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The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116
Persistent link: https://www.econbiz.de/10009703715
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Does shift contagion exist between OECD stock markets during the financial crisis?
Guesmi, Khaled; Kaabia, Olfa; Kazi, Irfan Akbar - In: The journal of applied business research 29 (2013) 2, pp. 469-484
Persistent link: https://www.econbiz.de/10009731313
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Contagion effect of financial crisis on OECD stock markets
Kazi, Irfan Akbar; Guesmi, Khaled; Kaabia, Olfa - 2011
In this paper we investigate the contagion effect between stock markets of U.S and sixteen OECD countries due to Global Financial Crisis (2007-2009). We apply Dynamic Conditional Correlation GARCH model Engle (2002) to daily stock price data (2002-2009). In order to recognize the contagion...
Persistent link: https://www.econbiz.de/10009127150
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A factor-augmented vector autoregressive approach to analyze the transmission of monetary policy
Wagan, Zulfiqar Ali; Chen, Zhang; Wagan, Hakimzadi - In: Prague economic papers : a bimonthly journal of … 28 (2019) 6, pp. 709-728
Persistent link: https://www.econbiz.de/10012158830
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An analysis of exchange rate risk exposure related to public debt portfolio of Pakistan : beyond delta-normal VAR approach
Akbar, Farhan; Chauveau, Thierry - 2009
Persistent link: https://www.econbiz.de/10003863700
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Contagion effect of financial crisis on OECD stock markets
Kazi, Irfan Akbar; Guesmi, Khaled; Kaabia, Olfa - 2011
In this paper we investigate the contagion effect between stock markets of U.S and sixteen OECD countries due to Global Financial Crisis (2007-2009). We apply Dynamic Conditional Correlation GARCH model Engle (2002) to daily stock price data (2002-2009). In order to recognize the contagion...
Persistent link: https://www.econbiz.de/10010304806