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Exchange rate and stock prices
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1
Currency jumps, Euribor-OIS spreads and the volatility skew : a study on the dollar-euro crash risk of 2007-2015
Wong, Alfred Y.
- In:
Finance research letters
29
(
2019
),
pp. 7-16
Persistent link: https://www.econbiz.de/10012417533
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2
Is there still a weather anomaly? : an investigation of stock and foreign exchange markets
Andrikopoulos, Athanasios
;
Wang, Changyu
;
Zheng, Min
- In:
Finance research letters
30
(
2019
),
pp. 51-59
Persistent link: https://www.econbiz.de/10012420213
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3
Oil prices, exchange rates and stock markets under uncertainty and regime-switching
Roubaud, David
;
Arouri, Mohamed
- In:
Finance research letters
27
(
2018
),
pp. 28-33
Persistent link: https://www.econbiz.de/10012006722
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4
The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan
;
Molnár, Peter
- In:
Finance research letters
23
(
2017
),
pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
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5
Does frequency matter for intraday technical trading?
Frömmel, Michael
;
Lampaert, Kevin
- In:
Finance research letters
18
(
2016
),
pp. 177-183
Persistent link: https://www.econbiz.de/10011656992
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6
Exchange rate exposure in the South African stock market before and during the COVID-19 pandemic
Iyke, Bernard Njindan
;
Ho, Sin-Yu
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014632471
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7
The Chinese renminbi's co-movement with the US dollar : addressing the numéraire issue
Kunkler, Michael
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819838
Saved in:
8
US partisan conflict and high-yield exchange rates
Jia, Boxiang
;
Goodell, John W.
;
Shen, Dehua
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012820096
Saved in:
9
Did Donald Trump's tweets on Sino-US : trade affect the offshore RMB exchange rate?
In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581024
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10
How do stock prices respond to fundamental shocks?
Binswanger, Mathias
- In:
Finance research letters
1
(
2004
)
2
,
pp. 90-99
Persistent link: https://www.econbiz.de/10003307256
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