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Effects of macroeconomic variables on Istanbul stock exchange indexes
Erdem, Cumhur; Arslan, Cem Kaan; Erdem, Meziyet Sema - In: Applied financial economics 15 (2005) 14, pp. 987-994
Persistent link: https://www.econbiz.de/10003177476
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Is there a long run relationship between stock returns and monetary variables : evidence from an emerging market
Muradoğlu, Gülnur; Metin, Kıvılcım; Argaç, Reha - In: Applied financial economics 11 (2001) 6, pp. 641-649
Persistent link: https://www.econbiz.de/10001636210
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Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu; Hamori, Shigeyuki - In: Applied financial economics 24 (2014) 1/3, pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
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Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto; Cuccia, Tiziana - In: Applied financial economics 24 (2014) 1/3, pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
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Event-related GARCH : the impact of stock dividends in Turkey
Batchelor, Roy A.; Orakcioglu, Ismail - In: Applied financial economics 13 (2003) 4, pp. 295-307
Persistent link: https://www.econbiz.de/10001748454
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Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl; Sayyan, Hülya - In: Applied financial economics 18 (2008) 4/6, pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
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Sources of exchange rate fluctuations : empirical evidence from six emerging market countries
Chowdhury, Ibrahim S. - In: Applied financial economics 14 (2004) 10, pp. 697-705
Persistent link: https://www.econbiz.de/10002111031
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Optimal modelling frequency for foreign exchange volatility forecasting
Hooper, Vincent J.; Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 19 (2009) 13/15, pp. 1159-1162
Persistent link: https://www.econbiz.de/10003886013
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Central bank intervention and exchange rate volatility in Pakistan : an analysis using GARCH-X model
Shah, Muhammad Kashif Ali; Hyder, Zulfiqar; Pervaiz, … - In: Applied financial economics 19 (2009) 16/18, pp. 1497-1508
Excessive exchange rate volatility has a deleterious effect on international financial flows, external trade … exchange rate volatility through intervention in the foreign exchange market. This article investigates the effectiveness of … exchange rate levels but also reduces the exchange rate volatility. It is also found that the short-term interest rate and the …
Persistent link: https://www.econbiz.de/10003886330
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Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin - In: Applied financial economics 17 (2007) 7/9, pp. 671-681
Persistent link: https://www.econbiz.de/10003491214