Similar Search Results

Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762

Monetary fundamentals and exchange rate dynamics under different nominal regimes

Sarno, Lucio; Valente, Giorgio; Wohar, Mark E. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 2, pp. 179-193

Persistent link: https://www.econbiz.de/10002030002

Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The North American journal of economics and finance : a … 41 (2017), pp. 44-56

Persistent link: https://www.econbiz.de/10011878932

Monetary fundamentals and exchange rate dynamics under different nominal regimes

Sarno, Lucio - 2003

Persistent link: https://www.econbiz.de/10013424323

Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346

Persistent link: https://www.econbiz.de/10012244323

Historical volatility of advanced equity markets : the role of local and global crises

Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012436967

Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets

Balcilar, Mehmet; Usman, Ojonugwa; Gungor, Hasan; … - In: Economic modelling 102 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012796953

Identifying regime changes in closed-end fund discounts

Hughen, Christopher; Wohar, Mark E. - In: Journal of economics and finance 30 (2006) 1, pp. 115-132

Persistent link: https://www.econbiz.de/10003383211

Halloween Effect in Developed Stock Markets : A US Perspective

Plastun, Oleksiy - 2019

In this paper, we conduct a comprehensive investigation of the Halloween effect evolution in the US stock market over its entire history. We employ various statistical techniques (average analysis, Student's t-test, ANOVA, and the Mann-Whitney test) and the trading simulation approach to analyse...

Persistent link: https://www.econbiz.de/10012889672

Price gap anomaly in the US stock market : the whole story

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012654967

1
2
3
4
5
6
7
8
Next
Last