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Is exchange rate volatility excessive? : An ARCH and AR approach
Edmonds, Radcliffe G.; So, Jacky C. - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 122-154
Persistent link: https://www.econbiz.de/10001961781
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The asymmetric relationship between the oil price and the US-Canada exchange rate
Jung, Young Cheol; Das, Anupam; McFarlane, Adian A. - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 198-206
Persistent link: https://www.econbiz.de/10012417578
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Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets
Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410
Persistent link: https://www.econbiz.de/10003765132
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Intraday exchange rate volatility : ARCH, news and seasonality effects
Gau, Yin-feng; Hua, Mingshu - In: The quarterly review of economics and finance : journal … 47 (2007) 1, pp. 135-158
Persistent link: https://www.econbiz.de/10003416709
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Exchange rates and oil prices : a multivariate stochastic volatility analysis
Ding, Liang; Vo, Minh T. - In: The quarterly review of economics and finance : journal … 52 (2012) 1, pp. 15-37
Persistent link: https://www.econbiz.de/10009665118
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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol; Lazar, Emese; Stanescu, Silvia - In: International review of financial analysis 30 (2013), pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
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Intraday volatility and scaling in high frequency foreign exchange markets
Seemann, Lars; McCauley, Joseph L.; Gunaratne, Gemunu H. - In: International review of financial analysis 20 (2011) 3, pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
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Australian dollar carry trades : time varying probabilities and determinants
Kim, Suk-Joong - In: International review of financial analysis 40 (2015), pp. 64-75
Persistent link: https://www.econbiz.de/10011475609
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UK imports, third country effect and the global financial crisis : evidence from the asymmetric ARDL method
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Papadimitriou, … - In: International review of financial analysis 32 (2014), pp. 199-208
Persistent link: https://www.econbiz.de/10010461274