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The dynamics of exchange rate volatility : a panel VAR approach
Grossmann, Axel; Love, Inessa; Orlov, Alexei G. - In: Journal of international financial markets, … 33 (2014), pp. 1-27
Persistent link: https://www.econbiz.de/10011299874
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Monetary policy and the first- and second-moment exchange rate change during the global financial crisis : evidence from Thailand
Vithessonthi, Chaiporn - In: Journal of international financial markets, … 29 (2014), pp. 170-194
Persistent link: https://www.econbiz.de/10010412156
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Carry trades and endogenous regime switches in exchange rate volatility
Cho, Dooyeon; Han, Heejoon; Lee, Na Kyeong - In: Journal of international financial markets, … 58 (2019), pp. 255-268
Persistent link: https://www.econbiz.de/10012127854
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Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ)
Adu, Raymond; Litsios, Ioannis; Baimbridge, Mark - In: Journal of international financial markets, … 59 (2019), pp. 232-249
Persistent link: https://www.econbiz.de/10012127931
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The more the Merrier? : the reaction of euro area stock markets to new members
Grigaliuniene, Zana; Celov, Dmitrij; Hartwell, … - In: Journal of international financial markets, … 66 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012495842
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Short-horizon excess returns and exchange rate and interest rate effects
Joseph, Nathan Lael; Lambertides, Neophytos; Savva, … - In: Journal of international financial markets, … 37 (2015), pp. 54-76
Persistent link: https://www.econbiz.de/10011474975
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Correlation in currency markets : a risk-adjusted perspective
Sheedy, Elizabeth A. - In: Journal of international financial markets, … 8 (1998) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10001246201
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The impact of exchange rate volatility on Australian trade flows
McKenzie, Michael D. - In: Journal of international financial markets, … 8 (1998) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10001246203
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The impact of exchange rate volatility on German-US trade flows
McKenzie, Michael D. - In: Journal of international financial markets, … 7 (1997) 1, pp. 73-87
Persistent link: https://www.econbiz.de/10001230294
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Return and volatility spillovers to African currencies markets
Atenga, Eric Martial Etoundi; Mougoué, Mbodja - In: Journal of international financial markets, … 73 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012802179