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Volatility discovery : can the CDS market beat the equity options market?

Forte, Santiago; Lovreta, Lidija - In: Finance research letters 28 (2019), pp. 107-111

Persistent link: https://www.econbiz.de/10012388022

Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model

Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733

Persistent link: https://www.econbiz.de/10009673617

Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market

Al-Shboul, Mohammad; Anwar, Sajid - In: Economic modelling 37 (2014), pp. 451-463

Persistent link: https://www.econbiz.de/10010417631

The January effect in the foreign exchange market : evidence for seasonal equity carry trades

Girardin, Eric; Namin, Fatemeh Salimi - In: Economic modelling 81 (2019), pp. 422-439

Persistent link: https://www.econbiz.de/10012202131

Asymmetrical linkages between foreign exchange and stock markets : empirical evidence through linear and non-linear ARDL

Luqman, Rabia; Kouser, Rehana - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-13

The symmetrical relationship between currency and equity markets has gained much attention among academicians and policy makers in the recent era. Many studies conducted on this relationship have concluded that there is short-run relationship between these variables and found less evidence about...

Persistent link: https://www.econbiz.de/10011895619