Narrow search
Showing 1 - 10 of 651
Cover Image
Cryptocurrency shocks
Liu, Jinan; Rahman, Sajjadur; Serletis, Apostolos - In: The Manchester School 89 (2020) 2, pp. 190-202
Persistent link: https://www.econbiz.de/10012410121
Cover Image
The effects of exchange rate uncertainty on exports
Rahman, Sajjadur; Serletis, Apostolos - In: Journal of macroeconomics 31 (2009) 3, pp. 500-507
Persistent link: https://www.econbiz.de/10003888906
Cover Image
The output effects of money growth uncertainty : evidence from a multivariate GARCH-in-Mean VAR
Serletis, Apostolos; Rahman, Sajjadur - In: Open economies review 20 (2009) 5, pp. 607-630
Persistent link: https://www.econbiz.de/10003894186
Cover Image
The effects of inflation uncertainty : some international evidence
Rahman, Sajjadur; Serletis, Apostolos - In: Journal of economic studies 36 (2009) 5/6, pp. 541-550
Persistent link: https://www.econbiz.de/10003915975
Cover Image
The asymmetric effects of oil price shocks
Rahman, Sajjadur; Serletis, Apostolos - In: Macroeconomic dynamics 15 (2011), pp. 437-471
Persistent link: https://www.econbiz.de/10009505817
Cover Image
Oil price uncertainty and the Canadian economy : evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
Rahman, Sajjadur; Serletis, Apostolos - In: Energy economics 34 (2012) 2, pp. 603-610
Persistent link: https://www.econbiz.de/10009618675
Cover Image
The asymmetric effects of oil price and monetary policy shocks : a nonlinear VAR approach
Rahman, Sajjadur; Serletis, Apostolos - In: Energy economics 32 (2010) 6, pp. 1460-1466
Persistent link: https://www.econbiz.de/10008935974
Cover Image
On the output effects of monetary variability
Serletis, Apostolos; Rahman, Sajjadur - In: Open economies review 26 (2015) 2, pp. 225-236
Persistent link: https://www.econbiz.de/10011474108
Cover Image
Cryptocurrency Shocks
Liu, Jinan; Rahman, Sajjadur; Serletis, Apostolos - 2021
In this paper, we use a bivariate structural VAR to investigate risk spillovers from the cryptocurrency market to standard financial markets. We investigate the effects of cryptocurrency shocks on key financial markets, including the stock, bond, gold, and foreign exchange markets. The results...
Persistent link: https://www.econbiz.de/10013249494
Cover Image
The effects of exchange rate uncertainty on exports
Rahman, Sajjadur; Serletis, Apostolos - In: Journal of Macroeconomics 31 (2009) 3, pp. 500-507
We investigate the effects of exchange rate uncertainty on exports in the context of a multivariate framework in which a structural open economy vector autoregression is modified to accommodate multivariate GARCH-in-Mean errors, as detailed in Elder (Elder, J., 2004. Another perspective on the...
Persistent link: https://www.econbiz.de/10005022570