Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Q. Farooq Akram"'
Autor:
Q. Farooq Akram, Haroon Mumtaz
Publikováno v:
The Scandinavian Journal of Economics. 121:407-434
We use TVP-VAR models to investigate possible changes in the time series properties of key Norwegian macroeconomic variables since the 1980s. Notably, we find that inflation persistence falls during the inflation targeting period, while the volatilit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a66a0ab59b5fcd4dc8037a56553ce45
https://doi.org/10.1111/sjoe.12270
https://doi.org/10.1111/sjoe.12270
Pricing in the Norwegian Interbank Market - the Effects of Liquidity and Implicit Government Support
Autor:
Q. Farooq Akram, Casper Christophersen
Publikováno v:
Oxford Bulletin of Economics and Statistics. 79:165-204
We investigate the effects of central bank liquidity and possible implicit government guarantees against default on Norwegian overnight interbank interest rates. We conduct an econometric study of these interest rates over the period 2006–09, which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::747de806c6d6bf0ab1edd949ffb731f8
https://doi.org/10.1111/obes.12147
https://doi.org/10.1111/obes.12147
Autor:
Q. Farooq Akram, Jon H. Findreng
Publikováno v:
Journal of Banking & Finance. 125:106078
We investigate pricing and activity in the Norwegian unsecured overnight interbank market in response to a shift in the central bank's liquidity policy. In October 2011, to encourage interbank trading, banks were allotted quotas for their overnight d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e9556cd618d62af3428a0a9e47e46629
https://doi.org/10.1016/j.jbankfin.2021.106078
https://doi.org/10.1016/j.jbankfin.2021.106078
Autor:
Q. Farooq Akram
Publikováno v:
Energy Economics. 89:104801
Empirical relationships between crude oil prices and exchange rates of oil exporting countries tend to vary over time. I use econometric models of the Norwegian and Canadian nominal exchange rates to investigate whether such time-variation could refl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac6cff7d54bd46ef772b17741013aead
https://doi.org/10.1016/j.eneco.2020.104801
https://doi.org/10.1016/j.eneco.2020.104801
Publikováno v:
SSRN Electronic Journal.
We investigate the reliability of the 'Furfine filter' often used to identify interbank loans and interest rates from interbank payments settled at central banks. To this end, we have been granted access to records of all unsecured overnight interban
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::64f7458f7a331d0d6be4a7476edba6bc
https://doi.org/10.2139/ssrn.3334894
https://doi.org/10.2139/ssrn.3334894
Autor:
Q. Farooq Akram, Casper Christophersen
Publikováno v:
The Journal of Financial Market Infrastructures. 3:61-87
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2824a95ac727b9b95633fc9657d0e6d0
https://doi.org/10.21314/jfmi.2014.032
https://doi.org/10.21314/jfmi.2014.032
Autor:
Q. Farooq Akram, Casper Christophersen
Publikováno v:
Computational Economics. 41:11-29
This article addresses the lack of reliable information about overnight interest rates in the Norwegian interbank market. We infer actual interest rates from interbank transactions recorded in the real-time gross settlement (RTGS) system of Norges Ba
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a03d5bfa96f1af1d38747e26e63fdc71
https://doi.org/10.1007/s10614-011-9304-9
https://doi.org/10.1007/s10614-011-9304-9
Autor:
Q. Farooq Akram
Publikováno v:
Empirical Economics. 39:675-702
We investigate optimal horizons for targeting inflation in response to different shocks and their properties. Our analysis is based on a well specified macroeconometric model of Norway. We find that optimal horizons are highly shock-specific and do n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c88d854702b9ab2f61c42d4f79373d64
https://doi.org/10.1007/s00181-009-0330-6
https://doi.org/10.1007/s00181-009-0330-6
Autor:
Q. Farooq Akram
Publikováno v:
Energy Economics. 31:838-851
This paper sheds light on recent fluctuations in commodity prices. We investigate whether a decline in real interest rates and the US dollar contributes to higher commodity prices, and whether commodity prices display overshooting behavior in respons
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95800e62bb1739655ab5cb6bc08f6942
https://doi.org/10.1016/j.eneco.2009.05.016
https://doi.org/10.1016/j.eneco.2009.05.016
Publikováno v:
Journal of Banking & Finance. 33:1741-1754
This paper investigates the validity of the law of one price (LOP) in international financial markets by examining the frequency, size and duration of inter-market price differentials for borrowing and lending services (‘one-way arbitrage’). Usin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f56a9a92b600d3b40b053694e6ac0190
https://doi.org/10.1016/j.jbankfin.2008.10.012
https://doi.org/10.1016/j.jbankfin.2008.10.012