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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2013
Persistent link: https://www.econbiz.de/10010229529
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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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Re-examining the Turkish stock market efficiency : evidence from nonlinear unit root tests
Gozbasi, Onur; Kucukkaplan, Ilhan; Nazlıoğlu, Şaban - In: Economic modelling 38 (2014), pp. 381-384
Persistent link: https://www.econbiz.de/10010419047
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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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Large and state-dependent effects of quasi-random monetary experiments
Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2017
Persistent link: https://www.econbiz.de/10011613312
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Financial constraints and growth : multinationals and local firm responses to currency crises
Desai, Mihir A.; Foley, C. Fritz; Forbes, Kristin - 2004
Persistent link: https://www.econbiz.de/10002107206
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Central bank dollar swap lines and overseas dollar funding costs
Goldberg, Linda S.; Kennedy, Craig; Miu, Jason - 2010
Persistent link: https://www.econbiz.de/10003940177
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Currency and financial crises of the 1990s and 2000s
Razin, Asaf; Rosefielde, Steven - 2011
Persistent link: https://www.econbiz.de/10008856004
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US banks, crises, and bailouts : from Mexico to LTCM
Kho, Bong-Chan; Lee, Dong; Stulz, René M. - 2000
Persistent link: https://www.econbiz.de/10001450357
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888