Narrow search
Showing 1 - 10 of 403
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Cover Image
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang; Zheng, Xu; Pan, Zhiyuan - In: Journal of econometrics 184 (2015) 1, pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Cover Image
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand; Joëts, Marc; Tokpavi, Sessi - In: Economic modelling 31 (2013), pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
Cover Image
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 219 (2020) 2, pp. 478-487
Persistent link: https://www.econbiz.de/10012483405