Narrow search
Showing 1 - 10 of 343
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Volatility changes in drachma exchange rates
Chelley-Steeley, Patricia L.; Tsorakidis, Nikolaos - In: Applied financial economics 19 (2009) 10/12, pp. 905-916
eurozone had any impact on exchange rate volatility. We apply the Iterated Cumulative Sum of Squares (ICSS) algorithm of Inclan … volatility of the drachma exchange rate against the dollar, British pound, yen, German mark and ECU/Euro was nonstationary …, exhibiting a large number of volatility changes prior to European Monetary Union (EMU) membership. We then use a news archive …
Persistent link: https://www.econbiz.de/10003856767
Cover Image
Exchange rate volatility and export trade in Nigeria : an empirical investigation
Aliyu, Shehu Usman Rano - In: Applied financial economics 20 (2010) 13/15, pp. 1071-1084
Persistent link: https://www.econbiz.de/10009010305