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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
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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
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An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
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Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan; Malik, Farooq - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
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Financial contagion and flight to quality between emerging markets and U.S. bond market
Soylu, Pınar Kaya; Güloğlu, Bülent - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33
Persistent link: https://www.econbiz.de/10012201344
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The future of the Dollar-Euro exchange rate
Neaime, Simon; Paschakis, John - In: The North American journal of economics and finance : a … 13 (2002) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10001716507
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Were financial crises predictable?
Canova, Fabio - In: Journal of money, credit and banking : JMCB 26 (1994) 1, pp. 102-124
Persistent link: https://www.econbiz.de/10001162946
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Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Wang, Peiwan; Zong, Lu - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012665486
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Purdah - on the rationale for central bank silence around policy meetings
Ehrmann, Michael; Fratzscher, Marcel - In: Journal of money, credit and banking : JMCB 41 (2009) 2/3, pp. 517-528
Persistent link: https://www.econbiz.de/10003831147
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Accounting for U.S. regional real exchange rates
Chen, Lein-lein Tsao; Choi, Seung-mook S.; Devereux, John - In: Journal of money, credit and banking : JMCB 38 (2006) 1, pp. 239-244
Persistent link: https://www.econbiz.de/10003287635