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The impact of subprime mortgage on correlation between stock and FX markets
Chang, Hsiu-yun; Kuo, Yen-ching - In: Applied economics letters 17 (2010) 13/15, pp. 1309-1312
Persistent link: https://www.econbiz.de/10008938303
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Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung; Wang, Jai Jen - In: Applied economics letters 15 (2008) 7/9, pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
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Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan; Garg, Bhavesh - In: Applied economics letters 29 (2022) 8, pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
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More evidence on the asymmetric effects of exchange rate changes on the demand for money : evidence from Asian
Bahmani-Oskooee, Mohsen; Xi, Dan; Bahmani, Sahar - In: Applied economics letters 26 (2019) 6, pp. 485-495
Persistent link: https://www.econbiz.de/10012204256
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European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Dajcman, Silvio; Festić, Mejra; Kavkler, Alenka - In: Applied economics letters 19 (2012) 13/15, pp. 1249-1256
Persistent link: https://www.econbiz.de/10009680562
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Stock-bond decoupling before and after the 2008 crisis
Acosta-Gonzalez, E.; Andrada Félix, Julián; … - In: Applied economics letters 23 (2016) 7/9, pp. 465-470
Persistent link: https://www.econbiz.de/10011627672
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Has co-movement dynamics in emerging stock markets changed after global financial crisis? : new evidence from wavelet analysis
Das, Debojyoti; Kannadhasan, M.; Tiwari, Aviral Kumar; … - In: Applied economics letters 25 (2018) 20, pp. 1447-1453
Persistent link: https://www.econbiz.de/10012137404
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An examination of higher-moment contagion during the South Sea Bubble
Hasan, Mohammad S.; Gausden, Robert; Kume, Ortenca - In: Applied economics letters 29 (2022) 20, pp. 1949-1953
Persistent link: https://www.econbiz.de/10013412340
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Test of the trilemma for five selected Asian countries and policy implications
Hsing, Yu - In: Applied economics letters 19 (2012) 16/18, pp. 1735-1739
Persistent link: https://www.econbiz.de/10009684929
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Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia
Liu, Chang; Li, Jianping; Sun, Xiaolei; Chen, Jianming - In: Applied economics letters 28 (2021) 7, pp. 599-607
Persistent link: https://www.econbiz.de/10012501555