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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
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Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon - In: The North American journal of economics and finance : a … 44 (2018), pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
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Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
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A model of currency crises with heterogeneous market beliefs
Della Posta, Pompeo - In: The North American journal of economics and finance : a … 45 (2018), pp. 182-195
Persistent link: https://www.econbiz.de/10012117770
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On the informational efficiency of S&P500 implied volatility
Becker, Ralf; Clements, Adam; White, Scott I. - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
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Dating currency crises in emerging market economies
Boonman, Tjeerd Menno - In: The North American journal of economics and finance : a … 49 (2019), pp. 273-286
Persistent link: https://www.econbiz.de/10012269198
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Market perception of sovereign credit risk in the euro area during the financial crisis
Camba-Méndez, Gonzalo; Serwa, Dobromił - In: The North American journal of economics and finance : a … 37 (2016), pp. 168-189
Persistent link: https://www.econbiz.de/10011672946
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An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
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Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan; Malik, Farooq - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
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Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh; Ju, Peijie; Liu, Yilei; Hsueh, Shao-Chieh - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-31
Persistent link: https://www.econbiz.de/10013449302