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Exchange rate exposure of sectoral returns and volatilities : evidence from Japanese industrial sectors
Jayasinghe, Prabhath; Tsui, Albert K. - In: Japan and the world economy : international journal of … 20 (2008) 4, pp. 639-660
Persistent link: https://www.econbiz.de/10003778520
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Determinants of returns and volatility of Chinese ADRs at NYSE
Kutan, Ali Mustafa; Zhou, Haigang - In: Journal of multinational financial management 16 (2006) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10003280994
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Aggregate trading behaviour of technical models and the yen/dollar exchange rate : 1976- 2007
Schulmeister, Stephan - In: Japan and the world economy : international journal of … 21 (2009) 3, pp. 270-279
Persistent link: https://www.econbiz.de/10003881986
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Firm-specific volatility of stock returns, the credibility of management forecasts, and media coverage : evidence from Japanese firms
Aman, Hiroyuki - In: Japan and the world economy : international journal of … 23 (2011) 1, pp. 28-39
Persistent link: https://www.econbiz.de/10009305915
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Yen carry trades and stock returns in target currency countries
Cheung, Stephen Y. L.; Cheung, Yin-Wong; He, Angela W. W. - In: Japan and the world economy : international journal of … 24 (2012) 3, pp. 174-183
Persistent link: https://www.econbiz.de/10009665467
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Effect of exchange rate return on volatility spill-over across trading regions
Galagedera, Don U. A.; Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 24 (2012) 4, pp. 254-265
Persistent link: https://www.econbiz.de/10009704630
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Value-at-Risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions
Assaf, Ata - In: Journal of multinational financial management 29 (2015), pp. 30-45
Persistent link: https://www.econbiz.de/10011539511
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Foreign ownership and stock return volatility : evidence from Vietnam
Xuan Vinh Vo - In: Journal of multinational financial management 30 (2015), pp. 101-109
Persistent link: https://www.econbiz.de/10011539540
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Trading volume, time-varying conditional volatility, and asymmetric volatility spillover in the Saudi stock market
Alsubaie, Abdullah; Najand, Mohammad - In: Journal of multinational financial management 19 (2009) 2, pp. 139-159
Persistent link: https://www.econbiz.de/10003799628
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Estimating time-varying currency betas with contagion : new evidence from developed and emerging financial markets
Long, Ling; Tsui, Albert K.; Zhang, Zhaoyong - In: Japan and the world economy : international journal of … 30 (2014), pp. 10-24
Persistent link: https://www.econbiz.de/10010462927