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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
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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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Impact of exchange rate volatility on import flows : the case of Malaysia and the United States
Wong, Yii Siing; Ho, Chong Mun; Dollery, Brian - In: Applied financial economics 22 (2012) 22/24, pp. 2027-2034
Persistent link: https://www.econbiz.de/10009719306
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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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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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Forecasting volatility in the financial markets : a comparison of alternative distributional assumptions
Chuang, I.-yuan; Lu, Jin-ray; Lee, Pei-hsuan - In: Applied financial economics 17 (2007) 13/15, pp. 1051-1060
Persistent link: https://www.econbiz.de/10003590371
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Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos; Darby, Julia - In: Applied financial economics 23 (2013) 19/21, pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
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Volatility forecasting performance of two-scale realized volatility
Garg, S.; Vipul - In: Applied financial economics 24 (2014) 16/18, pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
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Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - In: Applied financial economics 14 (2004) 4, pp. 221-231
Persistent link: https://www.econbiz.de/10001939247