Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices : application of the unrestricted VAR
This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism for ex...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Tabash, Mosab I. [verfasserIn] Asad, Muzaffar [verfasserIn] Khan, Ather Azim [verfasserIn] Sheikh, Umaid A. [verfasserIn] Babar, Zaheerudin [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2022 |
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| Rechteinformationen: |
Open Access Namensnennung 4.0 International ; CC BY 4.0 |
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| Schlagwörter: |
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| Übergeordnetes Werk: |
Enthalten in: Cogent economics & finance - Abingdon : Taylor & Francis, 2014, 10(2022), 1, Artikel-ID 2139884, Seite 1-19 |
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| Übergeordnetes Werk: |
volume:10 ; year:2022 ; number:1 ; elocationid:2139884 ; pages:1-19 |
| Links: |
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| DOI / URN: |
10.1080/23322039.2022.2139884 |
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1884332544 |
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10.1080/23322039.2022.2139884 doi (DE-627)1884332544 (DE-599)KXP1884332544 DE-627 ger DE-627 rda eng Tabash, Mosab I. verfasserin (DE-588)1226712134 (DE-627)1747759821 aut Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices application of the unrestricted VAR Mosab I. Tabash, Muzaffar Asad, Ather Azim Khan, Umaid A. Sheikh and Zaheerudin Babar 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2 This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism for explaining the transmission of shocks from oil prices toward the currency rates has been ignored. Therefore, we have utilized multiple traditional unit root testing procedures followed by a co-integration technique by Johansen (1988). We find that stock market indexes serve as a transmission channel between oil price variability and exchange rate during the pre and post financial recession. Moreover, the dynamic inverse association between the local currency depreciation and stock indices shows the bidirectional return spillover during the pre-contraction period. After the contraction period, the mediating role of stock market indexes is still evident but without the dynamic association between exchange rate and stock indexes. However, during the pre-recession, the transmission mechanism of shocks from the stock indices toward the exchange rate is triggered by oil price negative shocks, whereas after the crisis, the shocks from the stock indices towards the exchange rate are mainly due to positive oil price shocks. This research contributes to the mainstream literature by challenging the theoretical models about the direct dynamism between oil prices and currency and found the mediating role of stock market indexes by utilizing a portfolio balanced approach DE-206 Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/ exchange rates (dpeaa)DE-206 johansen test of co-integration (dpeaa)DE-206 oil prices (dpeaa)DE-206 stock market indices (dpeaa)DE-206 Transmission mechanism (dpeaa)DE-206 unrestricted VAR (dpeaa)DE-206 Asad, Muzaffar verfasserin aut Khan, Ather Azim verfasserin (DE-588)1100736816 (DE-627)859536270 (DE-576)469797940 aut Sheikh, Umaid A. verfasserin aut Babar, Zaheerudin verfasserin aut Enthalten in Cogent economics & finance Abingdon : Taylor & Francis, 2014 10(2022), 1, Artikel-ID 2139884, Seite 1-19 Online-Ressource (DE-627)786946385 (DE-600)2773198-4 (DE-576)407862285 2332-2039 nnns volume:10 year:2022 number:1 elocationid:2139884 pages:1-19 https://www.tandfonline.com/doi/pdf/10.1080/23322039.2022.2139884 Verlag kostenfrei https://doi.org/10.1080/23322039.2022.2139884 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2009 GBV_ILN_2014 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 10 2022 1 2139884 1-19 26 01 0206 4503909304 x1z 26-03-24 2403 01 DE-LFER 4511205930 00 --%%-- --%%-- n --%%-- l01 12-04-24 2403 01 DE-LFER https://doi.org/10.1080/23322039.2022.2139884 2403 01 DE-LFER https://www.tandfonline.com/doi/pdf/10.1080/23322039.2022.2139884 |
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10.1080/23322039.2022.2139884 doi (DE-627)1884332544 (DE-599)KXP1884332544 DE-627 ger DE-627 rda eng Tabash, Mosab I. verfasserin (DE-588)1226712134 (DE-627)1747759821 aut Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices application of the unrestricted VAR Mosab I. Tabash, Muzaffar Asad, Ather Azim Khan, Umaid A. Sheikh and Zaheerudin Babar 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2 This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism for explaining the transmission of shocks from oil prices toward the currency rates has been ignored. Therefore, we have utilized multiple traditional unit root testing procedures followed by a co-integration technique by Johansen (1988). We find that stock market indexes serve as a transmission channel between oil price variability and exchange rate during the pre and post financial recession. Moreover, the dynamic inverse association between the local currency depreciation and stock indices shows the bidirectional return spillover during the pre-contraction period. After the contraction period, the mediating role of stock market indexes is still evident but without the dynamic association between exchange rate and stock indexes. However, during the pre-recession, the transmission mechanism of shocks from the stock indices toward the exchange rate is triggered by oil price negative shocks, whereas after the crisis, the shocks from the stock indices towards the exchange rate are mainly due to positive oil price shocks. This research contributes to the mainstream literature by challenging the theoretical models about the direct dynamism between oil prices and currency and found the mediating role of stock market indexes by utilizing a portfolio balanced approach DE-206 Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/ exchange rates (dpeaa)DE-206 johansen test of co-integration (dpeaa)DE-206 oil prices (dpeaa)DE-206 stock market indices (dpeaa)DE-206 Transmission mechanism (dpeaa)DE-206 unrestricted VAR (dpeaa)DE-206 Asad, Muzaffar verfasserin aut Khan, Ather Azim verfasserin (DE-588)1100736816 (DE-627)859536270 (DE-576)469797940 aut Sheikh, Umaid A. verfasserin aut Babar, Zaheerudin verfasserin aut Enthalten in Cogent economics & finance Abingdon : Taylor & Francis, 2014 10(2022), 1, Artikel-ID 2139884, Seite 1-19 Online-Ressource (DE-627)786946385 (DE-600)2773198-4 (DE-576)407862285 2332-2039 nnns volume:10 year:2022 number:1 elocationid:2139884 pages:1-19 https://www.tandfonline.com/doi/pdf/10.1080/23322039.2022.2139884 Verlag kostenfrei https://doi.org/10.1080/23322039.2022.2139884 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2009 GBV_ILN_2014 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 10 2022 1 2139884 1-19 26 01 0206 4503909304 x1z 26-03-24 2403 01 DE-LFER 4511205930 00 --%%-- --%%-- n --%%-- l01 12-04-24 2403 01 DE-LFER https://doi.org/10.1080/23322039.2022.2139884 2403 01 DE-LFER https://www.tandfonline.com/doi/pdf/10.1080/23322039.2022.2139884 |
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10.1080/23322039.2022.2139884 doi (DE-627)1884332544 (DE-599)KXP1884332544 DE-627 ger DE-627 rda eng Tabash, Mosab I. verfasserin (DE-588)1226712134 (DE-627)1747759821 aut Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices application of the unrestricted VAR Mosab I. Tabash, Muzaffar Asad, Ather Azim Khan, Umaid A. Sheikh and Zaheerudin Babar 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2 This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism for explaining the transmission of shocks from oil prices toward the currency rates has been ignored. Therefore, we have utilized multiple traditional unit root testing procedures followed by a co-integration technique by Johansen (1988). We find that stock market indexes serve as a transmission channel between oil price variability and exchange rate during the pre and post financial recession. Moreover, the dynamic inverse association between the local currency depreciation and stock indices shows the bidirectional return spillover during the pre-contraction period. After the contraction period, the mediating role of stock market indexes is still evident but without the dynamic association between exchange rate and stock indexes. However, during the pre-recession, the transmission mechanism of shocks from the stock indices toward the exchange rate is triggered by oil price negative shocks, whereas after the crisis, the shocks from the stock indices towards the exchange rate are mainly due to positive oil price shocks. This research contributes to the mainstream literature by challenging the theoretical models about the direct dynamism between oil prices and currency and found the mediating role of stock market indexes by utilizing a portfolio balanced approach DE-206 Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/ exchange rates (dpeaa)DE-206 johansen test of co-integration (dpeaa)DE-206 oil prices (dpeaa)DE-206 stock market indices (dpeaa)DE-206 Transmission mechanism (dpeaa)DE-206 unrestricted VAR (dpeaa)DE-206 Asad, Muzaffar verfasserin aut Khan, Ather Azim verfasserin (DE-588)1100736816 (DE-627)859536270 (DE-576)469797940 aut Sheikh, Umaid A. verfasserin aut Babar, Zaheerudin verfasserin aut Enthalten in Cogent economics & finance Abingdon : Taylor & Francis, 2014 10(2022), 1, Artikel-ID 2139884, Seite 1-19 Online-Ressource (DE-627)786946385 (DE-600)2773198-4 (DE-576)407862285 2332-2039 nnns volume:10 year:2022 number:1 elocationid:2139884 pages:1-19 https://www.tandfonline.com/doi/pdf/10.1080/23322039.2022.2139884 Verlag kostenfrei https://doi.org/10.1080/23322039.2022.2139884 Resolving-System kostenfrei GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2009 GBV_ILN_2014 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER AR 10 2022 1 2139884 1-19 26 01 0206 4503909304 x1z 26-03-24 2403 01 DE-LFER 4511205930 00 --%%-- --%%-- n --%%-- l01 12-04-24 2403 01 DE-LFER https://doi.org/10.1080/23322039.2022.2139884 2403 01 DE-LFER https://www.tandfonline.com/doi/pdf/10.1080/23322039.2022.2139884 |
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Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices application of the unrestricted VAR Mosab I. Tabash, Muzaffar Asad, Ather Azim Khan, Umaid A. Sheikh and Zaheerudin Babar exchange rates (dpeaa)DE-206 johansen test of co-integration (dpeaa)DE-206 oil prices (dpeaa)DE-206 stock market indices (dpeaa)DE-206 Transmission mechanism (dpeaa)DE-206 unrestricted VAR (dpeaa)DE-206 |
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Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices application of the unrestricted VAR |
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This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism for explaining the transmission of shocks from oil prices toward the currency rates has been ignored. Therefore, we have utilized multiple traditional unit root testing procedures followed by a co-integration technique by Johansen (1988). We find that stock market indexes serve as a transmission channel between oil price variability and exchange rate during the pre and post financial recession. Moreover, the dynamic inverse association between the local currency depreciation and stock indices shows the bidirectional return spillover during the pre-contraction period. After the contraction period, the mediating role of stock market indexes is still evident but without the dynamic association between exchange rate and stock indexes. However, during the pre-recession, the transmission mechanism of shocks from the stock indices toward the exchange rate is triggered by oil price negative shocks, whereas after the crisis, the shocks from the stock indices towards the exchange rate are mainly due to positive oil price shocks. This research contributes to the mainstream literature by challenging the theoretical models about the direct dynamism between oil prices and currency and found the mediating role of stock market indexes by utilizing a portfolio balanced approach |
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This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism for explaining the transmission of shocks from oil prices toward the currency rates has been ignored. Therefore, we have utilized multiple traditional unit root testing procedures followed by a co-integration technique by Johansen (1988). We find that stock market indexes serve as a transmission channel between oil price variability and exchange rate during the pre and post financial recession. Moreover, the dynamic inverse association between the local currency depreciation and stock indices shows the bidirectional return spillover during the pre-contraction period. After the contraction period, the mediating role of stock market indexes is still evident but without the dynamic association between exchange rate and stock indexes. However, during the pre-recession, the transmission mechanism of shocks from the stock indices toward the exchange rate is triggered by oil price negative shocks, whereas after the crisis, the shocks from the stock indices towards the exchange rate are mainly due to positive oil price shocks. This research contributes to the mainstream literature by challenging the theoretical models about the direct dynamism between oil prices and currency and found the mediating role of stock market indexes by utilizing a portfolio balanced approach |
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This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism for explaining the transmission of shocks from oil prices toward the currency rates has been ignored. Therefore, we have utilized multiple traditional unit root testing procedures followed by a co-integration technique by Johansen (1988). We find that stock market indexes serve as a transmission channel between oil price variability and exchange rate during the pre and post financial recession. Moreover, the dynamic inverse association between the local currency depreciation and stock indices shows the bidirectional return spillover during the pre-contraction period. After the contraction period, the mediating role of stock market indexes is still evident but without the dynamic association between exchange rate and stock indexes. However, during the pre-recession, the transmission mechanism of shocks from the stock indices toward the exchange rate is triggered by oil price negative shocks, whereas after the crisis, the shocks from the stock indices towards the exchange rate are mainly due to positive oil price shocks. This research contributes to the mainstream literature by challenging the theoretical models about the direct dynamism between oil prices and currency and found the mediating role of stock market indexes by utilizing a portfolio balanced approach |
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