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Carry Funding and Safe Haven Currencies : A Threshold Regression Approach
Hossfeld, Oliver - 2015
the estimation results, two currencies, the Swiss franc and (to a lesser extent) the US dollar qualify as safe haven … currencies, and the euro serves as a hedge currency. Results for the yen support its role as a carry funding vehicle, but not … analysis of bilateral euro-based exchange rates, given the euro's prominent role during the euro area sovereign debt crisis …
Persistent link: https://www.econbiz.de/10013030487
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The weak-form efficiency of Asian stock markets : new evidence from generalized spectral martingale test
Lim, Kian-Ping; Luo, Weiwei - In: Applied economics letters 19 (2012) 10/12, pp. 905-908
Persistent link: https://www.econbiz.de/10009656702
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The determinants of default risk in Brazil
Ferreira, Alex Luiz - In: Applied economics letters 17 (2010) 16/18, pp. 1703-1708
Persistent link: https://www.econbiz.de/10009232157
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Time-Varying Exchange Rate Basket in China from 2005 to 2009
Fidrmuc, Jarko - 2013
We use the Kalman filter to estimate the structure of the secret currency basket of the renminbi based on daily data between 2005 and 2009. The currency weights of selected currencies are modeled as stochastic processes (random walks). The official announcement of the new exchange rate regime in...
Persistent link: https://www.econbiz.de/10013094429
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Growth dynamics, financial crises and exchange rate regimes
Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: Applied economics letters 22 (2015) 10/12, pp. 767-771
Persistent link: https://www.econbiz.de/10011285368
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The impact of subprime mortgage on correlation between stock and FX markets
Chang, Hsiu-yun; Kuo, Yen-ching - In: Applied economics letters 17 (2010) 13/15, pp. 1309-1312
Persistent link: https://www.econbiz.de/10008938303
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Introducing financial stability considerations into Taylor rules in emerging market economies
Gadanecz, Blaise; Miyajima, Ken; Urban, Jörg - In: Applied economics letters 22 (2015) 16/18, pp. 1320-1324
Persistent link: https://www.econbiz.de/10011380161
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Pegxit Pressure : Evidence from the Classical Gold Standard
Mitchener, Kris James - 2017
We develop a simple model that highlights the costs and benefits of fixed exchange rates as they relate to trade, and show that negative export-price shocks reduce fiscal revenue and increase the likelihood of an expected currency devaluation. Using a new high-frequency data set on...
Persistent link: https://www.econbiz.de/10012965714
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Stock market manipulation in an emerging market of Turkey : how do market participants select stocks for manipulation?
Ok Ergün, Hilal; Yalaman, Abdullah; Manahov, Viktor; … - In: Applied economics letters 28 (2021) 5, pp. 354-358
Persistent link: https://www.econbiz.de/10012484994
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Rights offering announcements and the efficiency of the Kuwaiti market
Alhashel, Bader S. - In: Applied economics letters 23 (2016) 16/18, pp. 1192-1196
Persistent link: https://www.econbiz.de/10011701828