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Keywords: Asymmetry
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Journal Articles
Journal Articles
Journal of Economic Studies (2024) 51 (1): 71–95.
Published: 15 September 2023
...Gerrio Barbosa; Daniel Sousa; Cássio da Nóbrega Besarria; Robson Lima; Diego Pitta de Jesus Purpose The aim of this study was to determine if there are asymmetries in the pass-through of West Texas Intermediate (WTI) crude oil prices to its derivatives (diesel and gasoline) in the Brazilian market...
Journal Articles
Journal Articles
Journal Articles
Journal of Economic Studies (2020) 47 (7): 1579–1589.
Published: 29 April 2020
... 06 2019 08 12 2019 21 12 2019 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Oil prices Exchange rates US dollar Asymmetry Impulse responses C03 G12 The rest of this paper is structured as the following. A brief...
Journal Articles
Journal Articles
Journal of Economic Studies (2019) 46 (2): 324–334.
Published: 04 March 2019
... and Vigfusson (2011) to explore the issue of asymmetry. Findings Unlike other studies that assume symmetric effects, this study finds asymmetric effects of oil price and policy uncertainty on inflation expectations for positive and negative shocks and for pre- and post-financial-crisis periods...
Journal Articles
Journal of Economic Studies (2018) 45 (3): 660–672.
Published: 13 August 2018
... 10 2017 06 11 2017 © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Thailand Nonlinear ARDL Asymmetry 15 Partners The J-curve F31 Table II Full-information estimates of both linear ARDL (L-ARDL) and Nonlinear ARDL (NL...
Journal Articles
Journal of Economic Studies (2016) 43 (1): 27–47.
Published: 11 January 2016
... for the calendar years and sub-periods. Moreover, the international evidenced presented for other Asian markets (Japan and China). Findings – The empirical evidences reveal a strong persistence of asymmetry among the India VIX and Nifty stock index, at the same time the magnitude of asymmetry...
Journal Articles
Journal of Economic Studies (2015) 42 (4): 707–732.
Published: 14 September 2015
... Bahmani-Oskooee can be contacted at: bahmani@uwm.edu © Emerald Group Publishing Limited 2015 Stock prices Exchange rates Review article Asymmetry One of the areas in financial economics that has received the largest attention is the link between foreign exchange market and the stock...
Journal Articles
Journal Articles
Journal of Economic Studies (2011) 38 (5): 528–536.
Published: 27 September 2011
... types into a single commodity might lead to the consideration of blunt policy instruments trying to alleviate to a “happy medium” for two conflicting markets. © Emerald Group Publishing Limited 2011 Gasoline Diesel Asymmetry Pricing Underlying energy demand trend Consumer behaviour...

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