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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

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

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

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

The dollar and emerging market economies : financial vulnerabilities meet the international trade system

Shousha, Samer - 2019

This paper shows that dollar appreciations lead to declines in GDP, investment, and credit to the private sector in emerging market economies (EMEs). These results imply that the transmission of dollar movements to EMEs occurs mainly through financial conditions rather than net exports, contrary...

Persistent link: https://www.econbiz.de/10012126103