This study explores the dynamic effects of different oil shocks on real exchange rates in net oil importers and exporters. Specifically, the connectedness measures are combined with the structural vector autoregressive model. The findings show that oil supply shocks have a larger depreciating...

This study explores the dynamic effects of different oil shocks on real exchange rates in net oil importers and exporters. Specifically, the connectedness measures are combined with the structural vector autoregressive model. The findings show that oil supply shocks have a larger depreciating...

The purpose of this empirical study is to identify the Volatility Spillover Effects across Emerging Equity Markets of Pakistan, India, China and Bangladesh for the period of Jan 2000 to Dec 2015 on daily data basis. Historical volatility Granger Causality, Spillover Effect model, Multivariate...