Evidence map›Paper›PMID 36590332›Full record

ArticleMethodsX2023

Reassessing the dynamics between exchange, oil, stock markets and uncertainty during COVID-19 in emerging market economies.

Sanjiv Kumar, K P Prabheesh

Abstract read
In one paragraph

Article in MethodsX, 2023. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.

0numbers the graph read from it
0cells of the map it votes in
0citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

0 citing papers in PubMed.

No citing paper in PubMed yet.

4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors.

Sanjiv KumarDept. of Liberal Arts, Indian Institute of Technology, Hyderabad, Kandi, Sangareddy, Telangana, India, 502285.
K P PrabheeshDept. of Liberal Arts, Indian Institute of Technology, Hyderabad, Kandi, Sangareddy, Telangana, India, 502285.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

This study reassesses the dynamic relationship between stock, oil, foreign exchange markets, and COVID-19-induced uncertainty. For estimation, we utilize the monthly data from January 2020 to December 2021 and utilize panel vector autoregression econometric techniques in emerging market economies. The empirical findings reveal that heightened uncertainty during the pandemic had a negative impact on stock and oil, and foreign exchange markets. Findings further suggest that uncertainty during the pandemic slanted the relationship between oil and stock and foreign exchange markets due to the precautionary approach followed by economic agents. •COVID-19 uncertainty negatively impacted the oil, stock, and foreign exchange markets.•Uncertainty had a non-linear impact on stock and oil prices.•During the initial period of COVID-19, uncertainty distorted the relationship between oil, stock and exchange markets.

Indexed as

COVID-19Exchange rateNew Measure of the COVID-19 Pandemic: A New Time-series DatasetStock prices and oil pricesUncertainty

Identifiers

PMID36590332
PMCPMC9795798

What OpenQuestion holds

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LicenceCC BY
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Registered trials

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.