10
H index
10
i10 index
906
Citations
Norges Bank | 10 H index 10 i10 index 906 Citations RESEARCH PRODUCTION: 18 Articles 37 Papers RESEARCH ACTIVITY: 20 years (2000 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pak42 |
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 |
Journal of Banking & Finance | 2 |
Oxford Bulletin of Economics and Statistics | 2 |
Energy Economics | 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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2023 | . Full description at Econpapers || Download paper |
2023 | The Transmission of US Monetary Policy Shocks The Role of Investment & Financial Heterogeneity. (2023). Venegas, Sebastian Ramirez ; Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:230. 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 |
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 |
2024 | . Full description at Econpapers || Download paper |
2023 | Currency risk premiums redux?. (2023). Sarno, Lucio ; Nucera, Federico C ; Zinna, Gabriele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1415_23. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248. Full description at Econpapers || Download paper |
2023 | ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304. Full description at Econpapers || Download paper |
2023 | Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656. 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 |
2023 | The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63. 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 |
2023 | The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281. Full description at Econpapers || Download paper |
2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper |
2023 | The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609. Full description at Econpapers || Download paper |
2023 | Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251. Full description at Econpapers || Download paper |
2023 | Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475. Full description at Econpapers || Download paper |
2023 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360. Full description at Econpapers || Download paper |
2023 | The oil price-inflation nexus: The exchange rate pass- through effect. (2023). Du, Min ; Cui, Tianxiang ; Zheng, Dandan ; Ding, Shusheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003262. Full description at Econpapers || Download paper |
2023 | Arbitrage in the market for cryptocurrencies. (2023). Zeisberger, Stefan ; Pelster, Matthias ; Crepelliere, Tommy. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000150. 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 |
2023 | Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331. Full description at Econpapers || Download paper |
2023 | Cross-currency basis swap spreads and corporate dollar funding. (2023). Shapir, Offer Moshe ; Rosenboim, Mosi ; Galil, Koresh ; David-Pur, Lior. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000483. Full description at Econpapers || Download paper |
2023 | What keeps stablecoins stable?. (2023). Viswanath-Natraj, Ganesh ; Lyons, Richard K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001802. Full description at Econpapers || Download paper |
2023 | Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134. 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 |
2023 | Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach. (2023). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Maiza-Larrarte, Andoni. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001411. Full description at Econpapers || Download paper |
2023 | Hidden causality between oil prices and exchange rates. (2023). An, Feng ; Wu, Tao ; Wang, ZE ; Gao, Xiangyun. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002209. Full description at Econpapers || Download paper |
2023 | Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129. Full description at Econpapers || Download paper |
2023 | Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. (2023). Huang, Zishan ; Li, Shuang ; Zhu, Huiming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:1-30. Full description at Econpapers || Download paper |
2023 | Does monetary policy really matter for environmental protection? The case of inflation targeting. (2023). Shahbaz, Muhammad ; Clarisse, Suzanne Edwige ; Mbassi, Christophe Martial. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:3:p:427-452. Full description at Econpapers || Download paper |
2023 | Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461. Full description at Econpapers || Download paper |
2023 | Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259. Full description at Econpapers || Download paper |
2023 | The Dynamic Relation between the Oil Price Volatility, Stock Market, Exchange and Interest Rate in GCC Countries: Panel Vector Autoregressive (PVAR) Model. (2023). Anis, Jarboui ; Aloui, Mouna. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xi:y:2023:i:3:p:114-128. Full description at Econpapers || Download paper |
2023 | On the Exchange Rate Dynamics of the Norwegian Krone. (2023). Westgaard, Sjur ; Thune, Kristian August ; Thodesen, Airin ; Risstad, Morten. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:308-:d:1178905. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04. Full description at Econpapers || Download paper |
2023 | Relationship Between Oil Price Movements and Stock Returns of Oil Firms in Oil Importing Economies. (2023). Siddiqui, Areej Aftab ; Kushwah, Silky Vigg. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:5:p:916-932. Full description at Econpapers || Download paper |
2023 | Sovereign default network and currency risk premia. (2023). Yang, Lu ; Cui, Xue. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00485-3. Full description at Econpapers || Download paper |
2023 | Oil and US stock market shocks: Implications for Canadian equities. (2023). Mahadeo, Scott ; Heinlein, Reinhold. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:1:p:247-287. Full description at Econpapers || Download paper |
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 nother 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 | 5 |
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 nother version. Agregated cites: 5 | paper | |
2019 | Time?Varying Dynamics of the Norwegian Economy In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 11 |
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 nother 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 nother 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 nother version. Agregated cites: 14 | paper | |
2005 | Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper. [Full Text][Citation analysis] | paper | 224 |
2008 | Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 224 | 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 nother version. Agregated cites: 224 | 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 nother version. Agregated cites: 224 | paper | |
2006 | Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output? In: Working Paper. [Full Text][Citation analysis] | paper | 41 |
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 nother version. Agregated cites: 41 | 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 nother 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 nother 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 | 297 |
2009 | Commodity prices, interest rates and the dollar.(2009) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 297 | 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 nother 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 nother 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 nother 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 nother 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 | 20 |
2020 | Oil price drivers, geopolitical uncertainty and oil exporters currencies.(2020) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2004 | Oil prices and exchange rates: Norwegian evidence In: Econometrics Journal. [Full Text][Citation analysis] | article | 126 |
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 | 6 |
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 nother 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 nother 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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