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Flash crash and policy uncertainty
Tsai, I-Chun - In: Journal of international financial markets, … 57 (2018), pp. 248-260
Persistent link: https://www.econbiz.de/10012127632
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Exchange rate risk in the US stock market
Du, Ding; Hu, Ou - In: Journal of international financial markets, … 22 (2012) 1, pp. 137-150
Persistent link: https://www.econbiz.de/10009540833
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Foreign exchange volatility and stock returns
Du, Ding; Hu, Ou - In: Journal of international financial markets, … 22 (2012) 5, pp. 1202-1216
Persistent link: https://www.econbiz.de/10010220195
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Exchange rate risk and uncertainty and trade flows: asymmetric evidence from Asia
Bahmani-Oskooee, Mohsen; Akhtar, Parveen; Ullah, Sana; … - In: Journal of risk and financial management : JRFM 13 (2020) 6/128, pp. 1-16
Very recently, the link between exchange rate volatility and trade flows has entered into a new direction in which … rate volatility on trade flows, the nonlinear models revealed significant effects. In some other cases, the opposite was …
Persistent link: https://www.econbiz.de/10012309080
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The mediating effects of implied volatility and exchange rate on the U.S. tourism-growth nexus
Obi, Pat; Ogbeide, Godwin-Charles - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-16
the recently developed nonlinear autoregressive distributed lag cointegration technique. Tourism development is proxied by …
Persistent link: https://www.econbiz.de/10013161866
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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
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The impact of exchange rate volatility on exports in Vietnam : a bounds testing approach
Nguyen Thi Thuy Vinh; Trinh Thi Thuy Duong - In: Journal of risk and financial management : JRFM 12 (2019) 1/6, pp. 1-14
This paper investigates the impact of exchange rate volatility on exports in Vietnam using quarterly data from the … testing approach to the analysis of level relationships between effective exchange rate volatility and exports. Using the … results show that exchange rate volatility negatively affects the export volume in the long run, as expected. A depreciation …
Persistent link: https://www.econbiz.de/10011961686
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Currency futures-spot basis and risk premium
Inci, Ahmet Can; Lu, Biao - In: Journal of international financial markets, … 17 (2007) 2, pp. 180-197
Persistent link: https://www.econbiz.de/10003441631
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Exchange rate volatility and UK imports from developing countries : the effect of the global financial crisis
Choudhry, Taufiq; Ul Hassan, Syed Shabi - In: Journal of international financial markets, … 39 (2015), pp. 89-101
Persistent link: https://www.econbiz.de/10011475644
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Effects of real exchange rate volatility on trade : empirical analysis of the United States exports to BRICS
Ekanayake, E. M.; Dissanayake, Amila - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-21
cointegration analysis and error-correction models. Two measures of exchange rate volatility are used in this study. According to …This paper analyzes the effects of real exchange rate volatility on the United States’ exports to BRICS. It focuses on … exchange rate volatility on exports, it also uses the method of the Autoregressive Distributed Lag (ARDL) approach to …
Persistent link: https://www.econbiz.de/10012821337