Search Results - subject:"EURUSD"

Asymmetric information flow between exchange rate, oil, and gold: New evidence from transfer entropy approach

Maiti, Moinak; Kayal, Parthajit - In: Journal of Risk and Financial Management 16 (2023) 1, pp. 1-14

is observed between EUR/USD and Oil for the whole study period unlike before COVID. However, during COVID, there was a …

Persistent link: https://www.econbiz.de/10014332777

Asymmetric information flow between exchange rate, oil, and gold : new evidence from transfer entropy approach

Maiti, Moinak; Kayal, Parthajit - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-14

is observed between EUR/USD and Oil for the whole study period unlike before COVID. However, during COVID, there was a …

Persistent link: https://www.econbiz.de/10014301581

Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model

Zhao, Yinglan; Feng, Chen; Xu, Nuo; Peng, Song; Liu, Chang - In: Energy economics 126 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014483640

Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction

Bruna, Karel; Quang Van Tran - In: Energy economics 128 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10015066551

The relationship between crude oil prices, EUR/USD exchange rate and gold prices

Houcine, Benlaria; Zouheyr, Gheraia; Abdessalam, Belbali; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 234-242

Persistent link: https://www.econbiz.de/10012506005

Which market dominates the price discovery in currency futures? : the case of the Chicago Mercantile Exchange and the Intercontinental Exchange

Li, Wei-Xuan; Chen, Clara Chia Sheng; Nguyen, James - In: Global finance journal 52 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013412594

Investigating the cross currency basis in EURUSD and EURGBP

Heidorn, Thomas; Mamadalizoda, Nekruz - 2019

pronounced nature of the EURUSD and EURGBP CIP violations from 2007 to 2019. We explain the basis in terms of five driving …

Persistent link: https://www.econbiz.de/10012119833

Investigating the cross currency basis in EURUSD and EURGBP

Heidorn, Thomas; Mamadalizoda, Nekruz - 2019

pronounced nature of the EURUSD and EURGBP CIP violations from 2007 to 2019. We explain the basis in terms of five driving …

Persistent link: https://www.econbiz.de/10012115798

Optimization of backtesting techniques in automated high frequency trading systems using the d-Backtest PS method

Vezeris, D. Th.; Schinas, C. J.; Kyrgos, Th. S.; … - In: Computational economics 56 (2020) 4, pp. 975-1054

Persistent link: https://www.econbiz.de/10012390502

Higher-order volatility: time series

Carey, Alexander - Volkswirtschaftliche Fakultät, … - 2010

This paper presents time-series of higher-order volatilities for the S&P 500 and EURUSD. We use a 3-volatility model … three volatilities are correlated with daily returns. For EURUSD in 2006, base and smile volatility are closely correlated …

Persistent link: https://www.econbiz.de/10008592927

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