Search Results - subject:"Forex markets"

International transmission of shocks and African forex markets

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara - In: Energy economics 131 (2024), pp. 1-18

African forex markets. To gauge the dynamics of shock transmission, we employ the TVP-VAR connectedness model using daily data … connectedness model to assess the linkages shared by African forex markets in the face of oil and GPR. Our results are potentially …

Persistent link: https://www.econbiz.de/10015046270

Interconnected multilayer networks : quantifying connectedness among global stock and foreign exchange markets

Wang, Gang-Jin; Wan, Li; Feng, Yusen; Chi, Xie; Uddin, … - In: International review of financial analysis 86 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014248359

Sign effects of volatility and jumps in forex markets and a reappraisal of meteor showers and heat waves

Caporin, Massimiliano; Shahzad, Syed Jawad Hussain - In: Finance : revue de l'Association Française de Finance 44 (2023) 3, pp. 154-198

Persistent link: https://www.econbiz.de/10014339837

TVP-VAR frequency connectedness between the foreign exchange rates of non-euro area member countries

Akbulut, Nesrin; Ari, Yakup - In: Folia oeconomica Stetinensia : FOS 23 (2023) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10014490657

Asymmetric and time-frequency based networks of currency markets

Shahzad, Syed Jawad Hussain; Hasan, Mudassar; Caporin, … - In: Finance research letters 55 (2023) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10014473529

Unconventional central banking and the politics of liquidity

Musthaq, Fathimath - In: Review of international political economy 30 (2023) 1, pp. 281-306

Persistent link: https://www.econbiz.de/10014226494

Modeling dynamic causalities between the Indonesian Rupiah and Forex markets of ASEAN, Japan and Europe

Hasanov, Fakhri J.; Mikayilov, Jeyhun I.; Yusifov, Sabuhi; … - In: Contemporary Economics 13 (2019) 1, pp. 35-48

interrelated with other forex markets. Since the IDR fluctuations impact national economic growth, investigating the movements of … forex markets with respect to the IDR provides important policy implications. Due to limited previous studies investigating … the interactions between the IDR and forex markets, this study explores the dynamic causality over both the short and long …

Persistent link: https://www.econbiz.de/10014544585

Modeling dynamic causalities between the Indonesian Rupiah and Forex markets of ASEAN, Japan and Europe

Sofyan, Hizir; Majid, Muhammad Shabri Abdul; Rahmanda, … - In: Contemporary economics 13 (2019) 1, pp. 35-48

Persistent link: https://www.econbiz.de/10012176208

Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets

Kočenda, Evžen; Moravcová, Michala - 2017

We analyze time-varying exchange rate co-movements and volatility spillovers between the Czech koruna, the Polish zloty, the Hungarian forint and the dollar/euro from 1999 to 2016. We apply the dynamic conditional correlations (DCC) model and the Diebold Yilmaz spillover index to examine the...

Persistent link: https://www.econbiz.de/10011787316

Exchange rate co-movements, hedging and volatility spillovers in new EU forex markets

Kočenda, Evžen; Moravcová, Michala - 2017

Persistent link: https://www.econbiz.de/10011763803