Overshooting behavior in foreign exchange markets : evidence from cointegration tests
Year of publication: |
1995
|
---|---|
Authors: | Szakmary, Andrew Charles ; Mathur, Iqbal ; Yu, Seong Hoon |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 12.1995, p. 117-132
|
Subject: | Devisenmarkt | Foreign exchange market | Overshooting | Volatilität | Volatility | USA | United States | 1977-1991 |
-
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P., (2021)
-
Inter-markets volatility spillover in U.S. bitcoin and financial markets
Qarni, Muhammad Owais, (2019)
-
The identification of destabilizing foreign exchange speculation
Kohlhagen, Steven W., (1977)
- More ...
-
Price transmission dynamics between ADRs and their underlying foreign securities
Kim, Minho, (2000)
-
Central bank intervention and trading rule profits in foreign exchange markets
Szakmary, Andrew Charles, (1997)
-
Introduction to financial management
Mathur, Ike, (1979)
- More ...