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The asymmetric effect of the extreme changes in the economic policy uncertainty on the exchange rates : evidence from emerging seven countries
Maydybura, Alina; Gohar, Raheel; Salman, Asma; Wong, … - In: Annals of financial economics 18 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014442606
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Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
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Construction of models for bounded price processes : the case of the HKD exchange rate
Ben, Yee Hong; Dokučaev, Nikolaj G. - In: Annals of financial economics 10 (2015) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10011408528