Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets

By Naveed Raza, Syed Jawad Hussain Shahzad, Aviral Kumar Tiwari, Muhammad Shahbaz. 2016

363 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/b68fe7cf5ab36060970da6bb9b9efbc25d0bc917

How researchers see this paper

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In Economics and Econometrics

1. M. Meo
2. Mubbshar Ali
3. Salman Masood Sheikh
4. Faisal Faisal
5. M. A. H. Chowdhury
6. Turgut Tursoy
7. Ghulam Mustafa Shaikh

Citations in the corpus

• The impact of gold and crude oil prices on stock market in Turkey: Empirical evidences from ARDL bounds test and combined cointegration (2017, background): “For example, Raza et al. (2016) examined the asymmetric impact of gold prices, oil prices and their associated volatilities on the stock markets of emerging economies.”
• Asymmetric impact of oil prices, exchange rate, and inflation on tourism demand in Pakistan: new evidence from nonlinear ARDL (2018, background): “…various macroeconomic variables (Bahmani-Oskooee & Fariditavana, 2015, 2016; Holmes & Wang, 2000; Ibrahim, 2015; Jammazi, Lahiani, & Nguyen, 2015; Kamalian, Pahlavani, & Valadkhani, 2010; Katrakilidis & Trachanas, 2012; Raza et al., 2016; Thomakos, Wang, Wu, & Chuderewicz, 2008; Verheyen, 2013a).”