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Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
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Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru - In: Economics letters 50 (1996) 3, pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
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How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu; Qi, Zikang; Huang, Jianglu - In: Economic modelling 120 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
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Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890 - 1906 : MLE with double truncation
Goldman, Elena - In: Economics letters 69 (2000) 3, pp. 253-259
Persistent link: https://www.econbiz.de/10001525548
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On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle
Ahmed, Rashad; Aizenman, Joshua; Saadaoui, Jamel; … - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014506019
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Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami; Tuteja, Divya - In: Economic modelling 59 (2016), pp. 249-261
Persistent link: https://www.econbiz.de/10011647825
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Volatility spillovers and determinants of contagion : exchange rate and equity markets during crises
Leung, Henry; Schiereck, Dirk; Schroeder, Florian - In: Economic modelling 61 (2017), pp. 169-180
Persistent link: https://www.econbiz.de/10011736825
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Financial contagion drivers during recent global crises
Pineda, Julián; Cortés, Lina M.; Perote, Javier - In: Economic modelling 117 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014229185
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Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices
Wang, Yu-shan; Chueh, Yen Ling - In: Economic modelling 30 (2013), pp. 792-798
Persistent link: https://www.econbiz.de/10009708796
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Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan - In: Economics letters 83 (2004) 1, pp. 99-105
Persistent link: https://www.econbiz.de/10001968237