Q. Farooq Akram : Citation Profile


Are you Q. Farooq Akram?

Norges Bank

8

H index

8

i10 index

601

Citations

RESEARCH PRODUCTION:

17

Articles

36

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 33
   Journals where Q. Farooq Akram has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 19 (3.06 %)

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   Permalink: http://citec.repec.org/pak42
   Updated: 2020-06-20    RAS profile: 2020-04-10    
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Relations with other researchers


Works with:

Christophersen, Casper (2)

Binning, Andrew (2)

Maih, Junior (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Q. Farooq Akram.

Is cited by:

Sarno, Lucio (20)

Rime, Dagfinn (10)

Beckmann, Joscha (9)

Bjørnland, Hilde (9)

BÃ¥rdsen, Gunnar (9)

Menkhoff, Lukas (8)

Schmeling, Maik (7)

Czudaj, Robert (7)

Schrimpf, Andreas (7)

Reboredo, Juan (7)

Kose, Ayhan (6)

Cites to:

Sarno, Lucio (18)

BÃ¥rdsen, Gunnar (14)

Sargent, Thomas (13)

Teräsvirta, Timo (11)

Williams, John (10)

Shleifer, Andrei (10)

Leeper, Eric (9)

Nyborg, Kjell (9)

Eitrheim, Øyvind (9)

Taylor, Mark (8)

Nymoen, Ragnar (8)

Main data


Where Q. Farooq Akram has published?


Journals with more than one article published# docs
Economic Modelling3
Oxford Bulletin of Economics and Statistics2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics4

Recent works citing Q. Farooq Akram (2019 and 2018)


YearTitle of citing document
2019Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R. In: Working Papers. RePEc:apc:wpaper:156.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2019Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2019). Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:1812.08548.

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2019Bank foreign currency funding and currency markets: the case of Mexico post GFC. (2019). Georgia, Bush. In: Working Papers. RePEc:bdm:wpaper:2019-01.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Monetary policy spillovers, global commodity prices and cooperation. (2018). Minesso Ferrari, Massimo ; Lombardi, Marco ; Filardo, Andrew ; Montoro, Carlos. In: BIS Working Papers. RePEc:bis:biswps:696.

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2018Identifying oil price shocks and their consequences: the role of expectations in the crude oil market. (2018). Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Higashio, Naoto ; Fueki, Takuji. In: BIS Working Papers. RePEc:bis:biswps:725.

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2019Currency mispricing and dealer balance sheets. (2019). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Bank of England working papers. RePEc:boe:boeewp:0779.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2cm6p186.

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2019Tracing the Genesis of Contagion in the Oil-Finance Nexus. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7925.

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2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143.

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2019Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13835.

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2019Covered Interest Parity deviations: Macrofinancial determinants. (2019). Zhou, Haonan ; Obstfeld, Maurice ; Cerutti, Eugenio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13886.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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2018Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market. (2018). Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7418.

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2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

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2020Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866.

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2018DELFI 2.0, DNBs Macroeconomic Policy Model of the Netherlands. (2018). Vermeulen, Robert ; Kearney, Ide ; Berben, Robert-Paul. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1605.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018Fracking, Wars and Stock Market Crashes: The Price of Oil During the Great Recession. (2018). Garzon, Antonio J ; Hierro, Luis A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-3.

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2018Speculative activity and returns volatility of Chinese agricultural commodity futures. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Bohl, Martin T. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:69-91.

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2018Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach. (2018). End, Jan Willem ; Demertzis, Maria ; van den End, Jan Willem ; Ben-Haim, Yakov. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:55-70.

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2019A key determinant of commodity price Co-movement: The role of daily market liquidity. (2019). Scheffel, Eric M ; Ding, Shusheng ; Zhang, Yongmin. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:170-180.

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2019Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12.

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2020What impact do differences in financial structure have on the macro effects of bank capital requirements in the United States and Australia?. (2020). Nassios, Jason ; Giesecke, James ; Rimmer, Maureen T ; Dixon, Peter B. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:429-446.

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2018Collateral damage: Dollar strength and emerging markets’ growth. (2018). Magud, Nicolas ; Mariscal, Rodrigo ; Druck, Pablo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:97-117.

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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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2020Time-frequency co-movements between oil prices and interest rates: Evidence from a wavelet-based approach. (2020). Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301499.

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2020A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304458.

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2018Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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2019Cross-sectional return dispersion and currency momentum. (2019). Eriksen, Jonas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:91-108.

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2018Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Xin Lv, ; Yu, Chang ; Chen, Qian ; Lien, Donald. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

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2018Forecasting oil prices: High-frequency financial data are indeed useful. (2018). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:388-402.

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2019The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis. (2019). Nusair, Salah ; Olson, Dennis. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:44-63.

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2019The multilateral relationship between oil and G10 currencies. (2019). MacDonald, Ronald ; Kunkler, Michael. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:444-453.

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2019Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective. (2019). Kumar, Pawan ; Singh, Vipul Kumar ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:321-335.

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2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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2019The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:553-569.

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2019Dynamic link between oil prices and exchange rates: A non-linear approach. (2019). Xu, Yang ; Yin, Libo ; Wan, LI ; Han, Liyan. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302695.

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2019Dynamic connectedness of oil price shocks and exchange rates. (2019). Malik, Farooq ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302828.

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2019Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930283x.

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2020How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384.

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2018Oil price and USD-Naira exchange rate crash: Can economic diversification save the Naira?. (2018). Alley, Ibrahim . In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:245-256.

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2018Do precious and industrial metals act as hedges and safe havens for currency portfolios?. (2018). Sakemoto, Ryuta. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:256-262.

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2019Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume. (2019). Liu, Zhangxin ; Godfrey, Keith ; Cahill, Daniel ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:78-92.

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2019Unexploited currency carry trade profit opportunity. (2019). Suh, Sangwon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:236-254.

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2019Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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2018Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?. (2018). Schlogl, Erik ; Nikitopoulos-Sklibosios, Christina ; Cheng, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:148-166.

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2020Monetary policy and food inflation in South Africa: A quantile regression analysis. (2020). Alagidede, Imhotep Paul ; Iddrisu, Abdul-Aziz . In: Food Policy. RePEc:eee:jfpoli:v:91:y:2020:i:c:s0306919219306384.

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2018Credit conditions, macroprudential policy and house prices. (2018). O'Toole, Conor ; Kelly, Robert ; Otoole, Conor ; McCann, Fergal. In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:153-167.

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2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075.

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2019Optimal monetary and macroprudential policy in a currency union. (2019). Schwanebeck, Benjamin ; Palek, Jakob . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:167-186.

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2019Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70.

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2020Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation. (2020). Nonejad, Nima. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300013.

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2019The spillover effects of Chinas industrial growth on price changes of base metal. (2019). Wang, Cangfeng. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:375-384.

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2019Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis. (2019). Zhu, Xuehong ; Chen, Jinyu ; Zhong, Meirui. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:489-500.

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2019Exchange rates, oil prices and world stock returns. (2019). Sakaki, Hamid ; Mollick, Andre Varella. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:585-602.

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2019Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:256-281.

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2019Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.

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2019Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Wanas, Idries Mohammad ; Maitra, Debasish ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303496.

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2019Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis. (2019). lucey, brian ; Hernandez, Jose Areola ; Boako, Gideon ; Hussain, Syed Jawad ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930426x.

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2020Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective. (2020). Rubaszek, Michał ; Kwas, Marek ; Karolak, Zuzanna. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305379.

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2019The diminishing hedging role of crude oil: Evidence from time varying financialization. (2019). Sharma, Shahil ; Rodriguez, Ivan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301392.

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2018The lead-lag relationships between spot and futures prices of natural gas. (2018). Zhang, Yahui ; Liu, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:203-211.

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2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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2018Improving performance of exchange rate momentum strategy using volatility information. (2018). Zhuang, Chunjuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:741-753.

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2019Currency strategies based on momentum, carry trade and skewness. (2019). Jiang, Xue ; Yin, Libo ; Han, Liyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:121-131.

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2019Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests. (2019). Rault, Christophe ; Amor, Thouraya Hadj ; Nouira, Ridha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:159-171.

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2019Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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2018The zero lower bound and market spillovers: Evidence from the G7 and Norway. (2018). Serletis, Apostolos ; Kyritsis, Evangelos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:100-123.

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2019Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices. (2019). Sakaki, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:137-155.

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2019A directional analysis of oil prices and real exchange rates in BRIC countries. (2019). Khallaf, Ashraf ; Chazi, Abdelaziz ; Baghestani, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:450-456.

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2019US Equity Tail Risk and Currency Risk Premia. (2019). Xiao, Xiao ; Londono, Juan M ; Fan, Zhenzhen. In: International Finance Discussion Papers. RePEc:fip:fedgif:1253.

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2017Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593.

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2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

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2018Exchange Rate and Oil Price Interactions in Selected CEE Countries. (2018). Drachal, Krzysztof. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:2:p:31-:d:146114.

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2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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2019Oil Factor in Economic Development. (2019). Hajiyev, Natig Qadim-Oglu ; Humbatova, Sugra Ingilab. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1573-:d:225910.

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2020The Strategy of South Korea in the Global Oil Market. (2020). Jung, Sang-Uk ; Mikhaylov, Alexey ; An, Jaehyung. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2491-:d:358424.

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2019Estimation of Effects of Recent Macroprudential Policies in a Sample of Advanced Open Economies. (2019). Sjberg, Jon Ivar ; Pedersen, Kari ; Nymoen, Ragnar. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:23-:d:229303.

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2019Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model. (2019). Hamori, Shigeyuki ; He, Yijin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:99-:d:238440.

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2018The Impact of Electric Vehicle Demand and Battery Recycling on Price Dynamics of Lithium-Ion Battery Cathode Materials: A Vector Error Correction Model (VECM) Analysis. (2018). Mo, Jung Youn ; Jeon, Wooyoung. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2870-:d:163469.

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2019The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?. (2019). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2019_007.

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2018The Oil Price Collapse and the Birth of a Tourist Nation. (2018). Tveters, Sigbjorn ; Xie, Jinghua. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2018_003.

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2018The Response of G7 Real Exchange Rates to Oil Price Shocks. (2018). Al Rasasi, Moayad. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:4:p:191-205.

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2020.

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2019Revisiting the effects of oil prices on exchange rate: asymmetric evidence from the ASEAN-5 countries. (2019). Kisswani, Amjad M ; Harraf, Arezou. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9229-6.

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2018Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis. (2018). Klose, Jens ; Baumgärtner, Martin. In: MAGKS Papers on Economics. RePEc:mar:magkse:201812.

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2019Covered Interest Parity Deviations: Macrofinancial Determinants. (2019). Zhou, Haonan ; Obstfeld, Maurice ; Cerutti, Eugenio. In: NBER Working Papers. RePEc:nbr:nberwo:26129.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: NBER Working Papers. RePEc:nbr:nberwo:26299.

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2020Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets. (2020). Takayasu, Hideki ; Yamada, Kenta ; Ito, Takatoshi. In: NBER Working Papers. RePEc:nbr:nberwo:26706.

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2020What Keeps Stablecoins Stable?. (2020). Lyons, Richard ; Viswanath-Natraj, Ganesh. In: NBER Working Papers. RePEc:nbr:nberwo:27136.

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More than 100 citations found, this list is not complete...

Works by Q. Farooq Akram:


YearTitleTypeCited
2009Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?* In: Oxford Bulletin of Economics and Statistics.
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2007Model selection for monetary policy analysis How important is empirical validity?.(2007) In: Memorandum.
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This paper has another version. Agregated cites: 8
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2017Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support In: Oxford Bulletin of Economics and Statistics.
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2015Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support.(2015) In: Working Paper.
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This paper has another version. Agregated cites: 0
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2019Time‐Varying Dynamics of the Norwegian Economy In: Scandinavian Journal of Economics.
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2004Oil wealth and real exchange rates: The FEER for Norway In: Working Paper.
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2004Oil wealth and real exchange rates: The FEER for Norway.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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This paper has another version. Agregated cites: 4
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2004En effisient handlingsregel for bruk av petroleumsinntekter In: Working Paper.
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2005Efficient consumption of revenues from natural resources – An application to Norwegian petroleum revenues In: Working Paper.
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paper2
2005Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 In: Working Paper.
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paper1
2005Monetary policy and asset prices: To respond or not? In: Working Paper.
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paper15
2006Monetary policy and asset prices: to respond or not?.(2006) In: International Journal of Finance & Economics.
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This paper has another version. Agregated cites: 15
article
2005Monetary policy and asset prices: To respond or not?.(2005) In: Working Paper Series.
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This paper has another version. Agregated cites: 15
paper
2005Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper.
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paper167
2008Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 167
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2008Arbitrage in the foreign exchange market: Turning on the microscope.(2008) In: Journal of International Economics.
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This paper has another version. Agregated cites: 167
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2006Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2006) In: SIFR Research Report Series.
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This paper has another version. Agregated cites: 167
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2006Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output? In: Working Paper.
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paper28
2008Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?.(2008) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 28
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2006Pursuing financial stability under an inflation-targeting regime In: Working Paper.
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paper2
2007Pursuing financial stability under an inflation-targeting regime.(2007) In: Annals of Finance.
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This paper has another version. Agregated cites: 2
article
2006Managing uncertainty through robust-satisficing monetary policy In: Working Paper.
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2006Model selection for monetary policy analysis – Importance of empirical validity In: Working Paper.
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2007Monetary policy under uncertainty: Min-max vs robust-satisficing strategies In: Working Paper.
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paper1
2008What horizon for targeting inflation? In: Working Paper.
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paper1
2010What horizon for targeting inflation?.(2010) In: Empirical Economics.
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This paper has another version. Agregated cites: 1
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2008Robust-satisficing monetary policy under parameter uncertainty In: Working Paper.
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2008Commodity prices, interest rates and the dollar In: Working Paper.
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paper181
2009Commodity prices, interest rates and the dollar.(2009) In: Energy Economics.
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This paper has another version. Agregated cites: 181
article
2008Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper.
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paper26
2009Does the law of one price hold in international financial markets? Evidence from tick data.(2009) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 26
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2010Policy analysis in real time using IMFs monetary model In: Working Paper.
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2011Policy analysis in real time using IMFs monetary model.(2011) In: Economic Modelling.
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This paper has another version. Agregated cites: 0
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2010Interbank overnight interest rates - gains from systemic importance In: Working Paper.
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2012Macro effects of capital requirements and macroprudential policy In: Working Paper.
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paper12
2014Macro effects of capital requirements and macroprudential policy.(2014) In: Economic Modelling.
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This paper has another version. Agregated cites: 12
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2013Inferring interbank loans and interest rates from interbank payments - an evaluation In: Working Paper.
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2015The role of oil prices and monetary policy in the Norwegian economy since the 1980s In: Working Paper.
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2016Joint prediction bands for macroeconomic risk management In: Working Paper.
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2016Joint Prediction Bands for Macroeconomic Risk Management.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2017Norwegian interbank market’s response to changes in liquidity policy In: Working Paper.
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2018Identification of interbank loans and interest rates from interbank payments – A reliability assessment In: Working Paper.
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2004Oil prices and exchange rates: Norwegian evidence In: Econometrics Journal.
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article83
2006Econometric modelling of slack and tight labour markets In: Economic Modelling.
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article2
2006PPP in the medium run: The case of Norway In: Journal of Macroeconomics.
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article5
2005Multiple unemployment equilibria and asymmetric dynamics--Norwegian evidence In: Structural Change and Economic Dynamics.
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article4
2001Employment behaviour in slack and tight labour markets In: Memorandum.
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paper1
2013Norwegian Overnight Interbank Interest Rates In: Computational Economics.
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article5
2000PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate In: Economics Series Working Papers.
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paper5
2000PPP Despite Real Shocks: an Empirical Analysis of the Norwegian Real Exchange Rate..(2000) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 5
paper
2000When Does the Oil Price Affect the Norwegian Exchange Rate? In: Economics Series Working Papers.
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paper8
2000When does the Oil Price Affect the Norwegian Exchange Rate?..(2000) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 8
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2006Robust monetary policy under Knightian uncertainty In: Computing in Economics and Finance 2006.
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