Russell Smyth, Mohan Nandha
This article examines the relationship between exchange rates and stock prices in Bangladesh, India, Pakistan and Sri Lanka using daily data over a six-year period from 1995 to 2001. Both the Engle–Granger two-step and Johansen cointegration methods suggest that there is no long-run equilibrium rela...
Yumei Tang, Xihui Haviour Chen, Provash Kumer Sarker, Sarra Baroudi
Md. Saiful Islam, Emam Hossain
The foreign exchange (FOREX) market is one of the biggest financial markets in the world. More than 5.1 trillion dollars are traded each day in the FOREX market by banks, retail traders, corporations, and individuals. Due to complex, volatile, and high fluctuation, it is quite difficult to guess the...
Md Mehedi Hasan Emon
This systematic review aims to examine the causes and consequences of price hikes in Bangladesh, with a particular focus on their policy implications. Methods: A comprehensive search of electronic databases was conducted, and inclusion and exclusion criteria were applied to identify relevant studies...
Reaz A. Chowdhury, M. Arifur Rahman, M. Sohel Rahman, M. R. C. Mahdy
At present, cryptocurrencies have become a global phenomenon in financial sectors as it is one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the most complicated and abstruse fields among financial instruments, but it is also deemed as a perplexing problem in ...
Shaiara Husain, Aviral Kumar Tiwari, Kazi Sohag, Muhammad Shahbaz
We investigate the connectedness among crude oil prices, stock index and metal prices covering the period of 1990M1-2017M3 for US economy applying time domain Spillover Index framework by Diebold and Yilmaz (2012) . We contribute to the literature by developing network-based approach generated from ...
Farzana Alamgir, Sakib Bin Amin
We examine the interactive link between oil prices and the stock market in the 4 selected South Asian countries using a Nonlinear Autoregressive Distributed Lag (NARDL) model for 1997–2018. We find a positive relationship between the world oil price and stock market index, and the response of the st...
Provash Kumer Sarker, Elie Bouri, Chi Keung Lau Marco
We investigate the asymmetric effects of climate policy uncertainty (CPU), geopolitical risk (GPR), and crude oil prices (WTI) on the realized volatility of the returns of clean energy prices (CEP) in the USA. Using the non-linear autoregressive distributed lags (NARDL) model on data from January 20...
Shanglei Chai, Wenjun Chu, Zhen Zhang, Zhilong Li et al.
This paper uses weekly data from July 01, 2011 to July 09, 2021 to examine the dynamic nonlinear connectedness between the green bonds, clean energy, and stock price around the COVID-19 outbreak in the global markets. By building a time-varying parameter vector autoregression model (TVP-VAR), the co...
Mohammad Zoynul Abedin, Mahmudul Hasan Moon, M. Kabir Hassan, Petr Hájek
This study proposes an ensemble deep learning approach that integrates Bagging Ridge (BR) regression with Bi-directional Long Short-Term Memory (Bi-LSTM) neural networks used as base regressors to become a Bi-LSTM BR approach. Bi-LSTM BR was used to predict the exchange rates of 21 currencies agains...
Md. Bokhtiar Hasan, Masnun Mahi, M. Kabir Hassan, Abul Bashar Bhuiyan
We empirically explore the effect of the COVID-19 pandemic on Islamic and conventional stock markets from a global perspective. We also explore the co-movement between Islamic and conventional stock markets. Two comparable pairs of conventional and Islamic stock indices – Dow Jones Index and FTSE In...
Benjamin S. Cheng
Applying recently developed techniques of cointegration and Hsiao's version of Granger causality to three Latin countries (Brazil, Mexico, and Venezuela), this study finds no causal linkages between energy consumption and economic growth for both Mexico and Venezuela using the trivariate models. How...
Md. Lutfur Rahman, Jashim Uddin
In this paper we have investigated the interactions between stock prices and exchange rates in three emerging countries of South Asia named as Bangladesh, India and Pakistan. We have considered average monthly nominal exchange rates of US dollar in terms of Bangladeshi Taka, Indian Rupee and Pakista...
Zahid Asghar
We investigate the causal relationship between GDP and different types of energy consumption for the five South Asian Countries; Pakistan, India, Sri Lanka, Bangladesh and Nepal by using Error Correction Model and Toda and Yamamoto(1995) approach. For Pakistan evidence shows that there is unidirecti...
Paresh Kumar Narayan, Russell Smyth, Mohan Nandha
Abstract The present article examines the dynamic linkages between the stock markets of Bangladesh, India, Pakistan and Sri Lanka using a temporal Granger causality approach by binding the relationship among the stock price indices within a multivariate cointegration framework. We also examine the i...