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Extracting shadow exchange rates and foreign exchange premia during currency crises : an example from Egypt
Bassiouny, Aliaa; Tooma, Eskandar A. - In: Applied economics letters 26 (2019) 1, pp. 32-36
Persistent link: https://www.econbiz.de/10012204124
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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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Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus; Haga, Jesper - In: Applied economics letters 24 (2017) 20, pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
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Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng; Zhang, Zhao - In: Applied economics letters 30 (2023) 7, pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
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The anatomy of returns from moving average trading rules in the Russian stock market
Pätäri, Eero; Luukka, Pasi; Federova, Elena; … - In: Applied economics letters 24 (2017) 4/6, pp. 311-318
Persistent link: https://www.econbiz.de/10011704591
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The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena; Mehdian, Seyed M.; Stoica, Ovidiu - In: Applied economics letters 30 (2023) 19, pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
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Volatility spillovers in commodity markets
Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
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Volatility contagion across commodity, equity, foreign exchange and Treasury bond markets
López, Raquel - In: Applied economics letters 21 (2014) 7/9, pp. 646-650
Persistent link: https://www.econbiz.de/10010414749
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Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong; Su, Zhi - In: Applied economics letters 28 (2021) 21, pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
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Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.; Bharadwaj, Lakshya - In: Applied economics letters 30 (2023) 20, pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964