10
H index
10
i10 index
860
Citations
Norges Bank | 10 H index 10 i10 index 860 Citations RESEARCH PRODUCTION: 18 Articles 37 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Q. Farooq Akram. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Modelling | 3 |
Energy Economics | 2 |
Oxford Bulletin of Economics and Statistics | 2 |
Journal of Banking & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Economics Series Working Papers / University of Oxford, Department of Economics | 4 |
Memorandum / Oslo University, Department of Economics | 2 |
Year | Title of citing document | |
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2021 | Uncertainty Network Risk and Currency Returns. (2021). BarunÃk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738. Full description at Econpapers || Download paper | |
2023 | Spillovers of US Interest Rates: Monetary Policy & Information Effects. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2111.08631. Full description at Econpapers || Download paper | |
2022 | Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854. Full description at Econpapers || Download paper | |
2022 | Quantifying the Role of Interest Rates, the Dollar and Covid in Oil Prices. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2208.14254. Full description at Econpapers || Download paper | |
2022 | The Transmission of US Monetary Policy Shocks: The Role of Investment & Financial Heterogeneity. (2022). Venegas, Sebastian Ramirez ; Camara, Santiago. In: Papers. RePEc:arx:papers:2209.11150. Full description at Econpapers || Download paper | |
2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper | |
2022 | Quantifying the role of interest rates, the Dollar and Covid in oil prices. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1040. Full description at Econpapers || Download paper | |
2022 | Does Monetary Policy Stabilise Food Inflation in India? Evidence From Quantile Regression Analysis. (2022). Goyari, Phanindra ; Samal, Asharani. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:3:p:361-372. Full description at Econpapers || Download paper | |
2021 | Currency Mispricing and Dealer Balance Sheets. (2021). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2763-2803. Full description at Econpapers || Download paper | |
2021 | Do fluctuations in crude oil prices have symmetric or asymmetric effects on the real exchange rate? Empirical evidence from Indonesia. (2021). Baek, Jungho ; Choi, Yoon Jung. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:312-325. Full description at Econpapers || Download paper | |
2021 | Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway. (2021). Findreng, Jon H. In: Working Paper. RePEc:bno:worpap:2021_2. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Macroprudential Transparency and Price Stability in Emerging and Developing Countries. (2022). trabelsi, emna. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:1:p:105-129. Full description at Econpapers || Download paper | |
2022 | Role of Regulatory Governance in Financial Stability: A Comparison of High and Low Income Countries. (2022). Ullah, Saif ; Mubashir, Khurram Ali ; Nabi, Agha Amad ; Hussain, Sayed Irshad. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:1:p:207-226. Full description at Econpapers || Download paper | |
2021 | SUSTAINABILITY OF EXCHANGE RATES AND CRUDE OIL PRICES CONNECTION WITH COVID-19: AN INVESTIGATION FOR BRICS. (2021). Bhatia, Parul. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:5:p:19-29. Full description at Econpapers || Download paper | |
2022 | THE LAW OF ONE PRICE, BORDERS AND PURCHASING POWER PARITY. (2022). Pippenger, John. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt5b17d1dr. Full description at Econpapers || Download paper | |
2021 | Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687. Full description at Econpapers || Download paper | |
2022 | The Determinants of Crude Oil Prices: Evidence from ARDL and Nonlinear ARDL Approaches. (2022). Rault, Christophe ; Jeguirim, Khaled ; Nouira, Ridha ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10050. Full description at Econpapers || Download paper | |
2021 | Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271. Full description at Econpapers || Download paper | |
2021 | World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries. (2021). Bodart, Vincent ; Courtoy, Franois ; Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2021-01. Full description at Econpapers || Download paper | |
2021 | A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Bajzik, Josef. In: Working Papers. RePEc:cnb:wpaper:2021/8. Full description at Econpapers || Download paper | |
2021 | Currency Anomalies. (2021). Bartram, Söhnke ; Garratt, Anthony ; Djuranovik, Leslie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15653. Full description at Econpapers || Download paper | |
2023 | The Global Transmission of U.S. Monetary Policy. (2022). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Working Papers. RePEc:crs:wpaper:2023-02. Full description at Econpapers || Download paper | |
2021 | World interest rates and macroeconomic adjustments in developing commodity producing countries. (2021). Courtoy, Franois ; Bodart, Vincent ; Perego, Erica. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021002. Full description at Econpapers || Download paper | |
2021 | The new normal during normal times - liquidity regulation and conventional monetary policy. (2021). Wrampelmeyer, Jan ; van Lelyveld, Iman ; Bonner, Clemens ; Kroon, Sinziana. In: DNB Working Papers. RePEc:dnb:dnbwpp:703. Full description at Econpapers || Download paper | |
2022 | Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the COVID-19 Pandemic. (2022). Schellekens, Kai ; Duijm, Patty. In: Working Papers. RePEc:dnb:dnbwpp:752. Full description at Econpapers || Download paper | |
2021 | The Effect of World Oil Prices, Gold Prices, and Other Energy Prices on the Indonesian Mining Sector with Exchange Rate of Indonesian Rupiah as the Moderating Effect. (2021). Ady, Sri Utami. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-41. Full description at Econpapers || Download paper | |
2021 | A nonlinear ARDL model of inflation dynamics in the Philippine economy. (2021). Tatlonghari, Virgilio M ; Isabelle, Jeanette ; Deluna, Roperto S. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821001019. Full description at Econpapers || Download paper | |
2022 | Momentum and the Cross-section of Stock Volatility. (2022). Liu, Jiadong ; Kearney, Fearghal ; Fan, Minyou. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002287. Full description at Econpapers || Download paper | |
2021 | A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries. (2021). Baek, Jungho. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:172-181. Full description at Econpapers || Download paper | |
2022 | Has COVID-19 intensified the oil price–exchange rate nexus?. (2022). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:280-298. Full description at Econpapers || Download paper | |
2021 | Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248. Full description at Econpapers || Download paper | |
2022 | Why exchange rate pass-through matters in forward exchange markets. (2022). Choi, Kwan E. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000414. Full description at Econpapers || Download paper | |
2021 | Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90. Full description at Econpapers || Download paper | |
2021 | Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278. Full description at Econpapers || Download paper | |
2021 | A filtered currency carry trade. (2021). Suh, Sangwon ; Ho, Jin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000930. Full description at Econpapers || Download paper | |
2022 | Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles. (2022). Ma, Chao-Qun ; Narayan, Seema ; Ren, Yi-Shuai ; Jiang, Yong ; Yang, Xiao-Guang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000638. Full description at Econpapers || Download paper | |
2023 | How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005. Full description at Econpapers || Download paper | |
2022 | Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151. Full description at Econpapers || Download paper | |
2021 | Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863. Full description at Econpapers || Download paper | |
2021 | Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960. Full description at Econpapers || Download paper | |
2021 | Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977. Full description at Econpapers || Download paper | |
2022 | Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x. Full description at Econpapers || Download paper | |
2022 | Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116. Full description at Econpapers || Download paper | |
2022 | Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Roubaud, David ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372. Full description at Econpapers || Download paper | |
2022 | Spillovers between sovereign yield curve components and oil price shocks. (2022). Alwahedi, Wafa ; Esparcia, Carlos ; Aharon, David Y ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001396. Full description at Econpapers || Download paper | |
2022 | Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979. Full description at Econpapers || Download paper | |
2022 | The role of oil price shocks on exchange rates for the selected Asian countries: Asymmetric evidence from nonlinear ARDL and generalized IRFs approaches. (2022). Baek, Jungho ; Zhang, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003309. Full description at Econpapers || Download paper | |
2022 | Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective. (2022). Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005138. Full description at Econpapers || Download paper | |
2021 | Extreme return connectedness and its determinants between clean/green and dirty energy investments. (2021). Alsulami, Hamed ; Bouri, Elie ; Saeed, Tareq. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988320303571. Full description at Econpapers || Download paper | |
2021 | OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013. Full description at Econpapers || Download paper | |
2022 | The importance of uranium prices and structural shocks: Some implications for Greenland. (2022). Arnaut, Javier L. In: Energy Policy. RePEc:eee:enepol:v:161:y:2022:i:c:s0301421521006236. Full description at Econpapers || Download paper | |
2021 | Intraday indirect arbitrage between European index ETFs. (2021). Tooma, Eskandar ; Bassiouny, Aliaa. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000806. Full description at Econpapers || Download paper | |
2021 | Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983. Full description at Econpapers || Download paper | |
2021 | Liquidity effects on price and return co-movements in commodity futures markets. (2021). Ding, Shusheng ; Zhang, Yongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001320. Full description at Econpapers || Download paper | |
2021 | Macroprudential measures and developments in bank funding costs. (2021). Koak, Marko ; Ehaji, Aida. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002647. Full description at Econpapers || Download paper | |
2022 | Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy. (2022). Alexiou, Constantinos ; Yao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000072. Full description at Econpapers || Download paper | |
2022 | Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002423. Full description at Econpapers || Download paper | |
2022 | Do terrorist attacks matter for currency excess returns?. (2022). Yin, Libo ; Wu, You ; Han, Liyan ; Liu, Yiye. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003130. Full description at Econpapers || Download paper | |
2021 | How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis. (2021). Nikolaidi, Maria ; Dafermos, Yannis. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000310. Full description at Econpapers || Download paper | |
2021 | Climate sentiments, transition risk, and financial stability in a stock-flow consistent model. (2021). Naqvi, Syed Ali Asjad ; Monasterolo, Irene ; Dunz, Nepomuk. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000322. Full description at Econpapers || Download paper | |
2022 | Institutional mandates for macroeconomic and financial stability. (2022). Flamini, Alessandro ; Agenor, Pierre-Richard. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000857. Full description at Econpapers || Download paper | |
2021 | Covered interest parity deviations: Macrofinancial determinants. (2021). Obstfeld, Maurice ; Cerutti, Eugenio ; Zhou, Haonan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000246. Full description at Econpapers || Download paper | |
2021 | Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility. (2021). Chen, Miao-Ling ; Hsu, Ching-Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000342. Full description at Econpapers || Download paper | |
2021 | The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x. Full description at Econpapers || Download paper | |
2023 | Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001822. Full description at Econpapers || Download paper | |
2021 | Norwegian interbank markets response to changes in liquidity policy. (2021). Findreng, Jon H ; Akram, Farooq Q. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000364. Full description at Econpapers || Download paper | |
2021 | Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229. Full description at Econpapers || Download paper | |
2021 | Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x. Full description at Econpapers || Download paper | |
2022 | Aggregation bias in tests of the commodity currency hypothesis. (2022). Sercu, Piet ; Kaltwasser, Pablo Rovira ; Bork, Lasse. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003435. Full description at Econpapers || Download paper | |
2021 | Long-run equilibrium in international assets and goods markets: Why is the law of one price required?. (2021). le Van, Cuong ; Fontaine, Patrice ; Bosi, Stefano. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:891-904. Full description at Econpapers || Download paper | |
2021 | Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia. (2021). Taylor, Mark P ; Filippou, Ilias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:66-77. Full description at Econpapers || Download paper | |
2021 | Volatility, intermediaries, and exchange rates. (2021). Liu, Yang ; Fang, Xiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:217-233. Full description at Econpapers || Download paper | |
2022 | Equity tail risk and currency risk premiums. (2022). Londono, Juan M. ; Xiao, Xiao ; Fan, Zhenzhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:484-503. Full description at Econpapers || Download paper | |
2022 | Dissecting currency momentum. (2022). Zhang, Shaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:154-173. Full description at Econpapers || Download paper | |
2022 | Price-setting in the foreign exchange swap market: Evidence from order flow. (2022). Viswanath-Natraj, Ganesh ; Syrstad, Olav . In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:119-142. Full description at Econpapers || Download paper | |
2021 | Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096. Full description at Econpapers || Download paper | |
2021 | What drives the commodity-sovereign risk dependence in emerging market economies?. (2021). Giessler, Stefan ; Eichler, Stefan ; Boehm, Hannes. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302643. Full description at Econpapers || Download paper | |
2021 | The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467. Full description at Econpapers || Download paper | |
2022 | The time-varying risk price of currency portfolios. (2022). Sakemoto, Ryuta ; Ibrahim, Boulis Maher ; Byrne, Joseph P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000390. Full description at Econpapers || Download paper | |
2022 | Oil prices, exchange rates and interest rates. (2022). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000821. Full description at Econpapers || Download paper | |
2022 | Economic drivers of volatility and correlation in precious metal markets. (2022). Nguyen, Duc Khuong ; Goutte, Stéphane ; Walther, Thomas ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x. Full description at Econpapers || Download paper | |
2022 | Inflation targeting and its spillover effects on financial stability in emerging market economies. (2022). Dubey, Amlendu ; Mishra, Akanksha. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:6:p:1198-1218. Full description at Econpapers || Download paper | |
2021 | Energy commodities and advanced stock markets: A post-crisis approach. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309181. Full description at Econpapers || Download paper | |
2021 | On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. (2021). Adekoya, Oluwasegun B ; Fasanya, Ismail O ; Adetokunbo, Abiodun M. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001240. Full description at Econpapers || Download paper | |
2021 | Forecasting aluminum prices with commodity currencies. (2021). Pincheira, Pablo ; Hardy, Nicolas. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721000829. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. (2021). Ramos, Ana Rosa ; Lopez, Raquel ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002920. Full description at Econpapers || Download paper | |
2021 | Dynamic relationships among phosphate rock, fertilisers and agricultural commodity markets: Evidence from a vector error correction model and Directed Acyclic Graphs. (2021). Patton, Myles ; Feng, Siyi ; Olagunju, Kehinde Oluseyi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003111. Full description at Econpapers || Download paper | |
2022 | Do pandemic, trade policy and world uncertainties affect oil price returns?. (2022). Sousa, Ricardo ; Sharmi, Rubaiya Zaman ; Wadstrom, Christoffer ; Uddin, Gazi Salah ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001532. Full description at Econpapers || Download paper | |
2022 | The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies. (2022). Kumeka, Terver ; David-Wayas, Maria Onyinye ; Uzoma-Nwosu, Damian Chidozie. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001921. Full description at Econpapers || Download paper | |
2022 | Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices. (2022). Shahzad, Umer ; Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Doan, Buhari ; Magazzino, Cosimo. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002719. Full description at Econpapers || Download paper | |
2022 | Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks. (2022). Tripathy, Trilochan ; Aikins, Emmanuel Joel ; Gil-Alana, Luis A. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003543. Full description at Econpapers || Download paper | |
2022 | Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching. (2022). Han, Lingyu ; Liang, Ruibin ; Cao, Yan ; Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003610. Full description at Econpapers || Download paper | |
2022 | Storm after the Gloomy days: Influences of COVID-19 pandemic on volatility of the energy market. (2022). Ha, Le Thanh. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003658. Full description at Econpapers || Download paper | |
2022 | The determinants of crude oil prices: Evidence from ARDL and nonlinear ARDL approaches. (2022). Rault, Christophe ; Jeguirim, Khaled ; Nouira, Ridha ; ben Salem, Leila. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005281. Full description at Econpapers || Download paper | |
2023 | The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Du, Fang ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645. Full description at Econpapers || Download paper | |
2023 | Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions. (2023). Zhang, Yaojie ; Xiao, Jihong ; Wang, Yudong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200681x. Full description at Econpapers || Download paper | |
2021 | Does geopolitical risk uncertainty strengthen or depress cash holdings of oil enterprises? Evidence from China. (2021). Yue, Xiao-Guang ; Shao, Xue-Feng ; Mirza, Nawazish ; Xiong, De-Ping ; Wang, Kai-Hua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000238. Full description at Econpapers || Download paper | |
2022 | Time-varying monetary policy shocks and the dynamics of Chinese commodity prices. (2022). Yang, MO ; Cao, Jin ; Yi, Heling ; Lyu, Yongjian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001317. Full description at Econpapers || Download paper | |
2022 | Is the ECB already following albeit implicitly an average inflation targeting strategy?. (2022). , Abel ; Mota, Paulo R. In: Research in Economics. RePEc:eee:reecon:v:76:y:2022:i:3:p:149-162. Full description at Econpapers || Download paper | |
2021 | Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. (2021). Wang, Gang-Jin ; Yang, Xiaoguang ; Ma, Chaoqun ; Jiang, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:1-15. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2009 | Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
2007 | Model selection for monetary policy analysis How important is empirical validity?.(2007) In: Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
2015 | Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support.(2015) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2019 | Time?Varying Dynamics of the Norwegian Economy In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 10 |
2004 | Oil wealth and real exchange rates: The FEER for Norway In: Working Paper. [Full Text][Citation analysis] | paper | 6 |
2004 | Oil wealth and real exchange rates: The FEER for Norway.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2004 | En effisient handlingsregel for bruk av petroleumsinntekter In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2005 | Efficient consumption of revenues from natural resources – An application to Norwegian petroleum revenues In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
2005 | Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
2005 | Monetary policy and asset prices: To respond or not? In: Working Paper. [Full Text][Citation analysis] | paper | 14 |
2006 | Monetary policy and asset prices: to respond or not?.(2006) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2005 | Monetary policy and asset prices: To respond or not?.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2005 | Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper. [Full Text][Citation analysis] | paper | 212 |
2008 | Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 212 | paper | |
2008 | Arbitrage in the foreign exchange market: Turning on the microscope.(2008) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 212 | article | |
2006 | Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2006) In: SIFR Research Report Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 212 | paper | |
2006 | Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output? In: Working Paper. [Full Text][Citation analysis] | paper | 40 |
2008 | Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?.(2008) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
2006 | Pursuing financial stability under an inflation-targeting regime In: Working Paper. [Full Text][Citation analysis] | paper | 8 |
2007 | Pursuing financial stability under an inflation-targeting regime.(2007) In: Annals of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2006 | Managing uncertainty through robust-satisficing monetary policy In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
2006 | Model selection for monetary policy analysis – Importance of empirical validity In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2007 | Monetary policy under uncertainty: Min-max vs robust-satisficing strategies In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
2008 | What horizon for targeting inflation? In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
2010 | What horizon for targeting inflation?.(2010) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2008 | Robust-satisficing monetary policy under parameter uncertainty In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | Commodity prices, interest rates and the dollar In: Working Paper. [Full Text][Citation analysis] | paper | 281 |
2009 | Commodity prices, interest rates and the dollar.(2009) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 281 | article | |
2008 | Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper. [Full Text][Citation analysis] | paper | 32 |
2009 | Does the law of one price hold in international financial markets? Evidence from tick data.(2009) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2010 | Policy analysis in real time using IMFs monetary model In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Policy analysis in real time using IMFs monetary model.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2010 | Interbank overnight interest rates - gains from systemic importance In: Working Paper. [Full Text][Citation analysis] | paper | 38 |
2012 | Macro effects of capital requirements and macroprudential policy In: Working Paper. [Full Text][Citation analysis] | paper | 25 |
2014 | Macro effects of capital requirements and macroprudential policy.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2013 | Inferring interbank loans and interest rates from interbank payments - an evaluation In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
2015 | The role of oil prices and monetary policy in the Norwegian economy since the 1980s In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
2016 | Joint prediction bands for macroeconomic risk management In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
2016 | Joint Prediction Bands for Macroeconomic Risk Management.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2017 | Norwegian interbank market’s response to changes in liquidity policy In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
2018 | Identification of interbank loans and interest rates from interbank payments – A reliability assessment In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Oil price drivers, geopolitical uncertainty and oil exporters’ currencies In: Working Paper. [Full Text][Citation analysis] | paper | 17 |
2020 | Oil price drivers, geopolitical uncertainty and oil exporters currencies.(2020) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2004 | Oil prices and exchange rates: Norwegian evidence In: Econometrics Journal. [Full Text][Citation analysis] | article | 116 |
2006 | Econometric modelling of slack and tight labour markets In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2006 | PPP in the medium run: The case of Norway In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 5 |
2005 | Multiple unemployment equilibria and asymmetric dynamics--Norwegian evidence In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 5 |
2001 | Employment behaviour in slack and tight labour markets In: Memorandum. [Full Text][Citation analysis] | paper | 1 |
2013 | Norwegian Overnight Interbank Interest Rates In: Computational Economics. [Full Text][Citation analysis] | article | 7 |
2000 | PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
2000 | PPP Despite Real Shocks: an Empirical Analysis of the Norwegian Real Exchange Rate..(2000) In: Economics Series Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2000 | When Does the Oil Price Affect the Norwegian Exchange Rate? In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 8 |
2000 | When does the Oil Price Affect the Norwegian Exchange Rate?..(2000) In: Economics Series Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2006 | Robust monetary policy under Knightian uncertainty In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
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