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FINANCIAL ECONOMICS

The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19: Empirical insights of Pakistan

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Article: 2129366 | Received 24 Jan 2022, Accepted 25 Sep 2022, Published online: 10 Oct 2022

Figures & data

Table 1. Unit root tests

Table 2. Descriptive statistics

Figure 1. VAR Granger Causality Test. Source: Author’s own.

Figure 1. VAR Granger Causality Test. Source: Author’s own.

Table 3. Wald Joint Sig. Test

Table 4. Unrestricted VAR

Table 5. Unrestricted VAR

Figure 2. Impulse-Response-Function pre-COVID period. Source: Author’s own.

Figure 2. Impulse-Response-Function pre-COVID period. Source: Author’s own.

Figure 3. Impulse-Response-Function during COVID period. Source: Author’s own.

Figure 3. Impulse-Response-Function during COVID period. Source: Author’s own.

Figure 4. Impulse-Response-Function in overall period. Source: Author’s own.

Figure 4. Impulse-Response-Function in overall period. Source: Author’s own.

Table 6. Variance Decompositions (VDCs)—pre-COVID period

Table 7. Variance Decompositions (VDCs)—during COVID period