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Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.; Andrada Félix, Julián; … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
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The asymmetric effect of crude oil prices on stock prices in major international financial markets
Jiang, Wei; Liu, Yan - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821296
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Autoregressive Distributed Lag (ARDL) analysis of US-China commodity trade dynamics
Hurley, Dene T.; Papanikolaou, Nikolaos - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 454-467
Persistent link: https://www.econbiz.de/10012656444
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A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.; Carcel, Hector - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
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U.S. uncertainty and Asian stock prices : evidence from the asymmetric NARDL model
Liang, Chin Chia; Troy, Carol; Rouyer, Ellen - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012659104
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Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests
Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - In: The quarterly review of economics and finance : journal … 73 (2019), pp. 159-171
Persistent link: https://www.econbiz.de/10012296707
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Relationship between oil, stock prices and exchange rates : a vine copula based GARCH method
Aloui, Riadh; Ben Aïssa, Mohamed Safouane - In: The North American journal of economics and finance : a … 37 (2016), pp. 458-471
Persistent link: https://www.econbiz.de/10011672989
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Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 46 (2018), pp. 168-186
Persistent link: https://www.econbiz.de/10012036615
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How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen; Chang, Tsangyao - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
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Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming; Yu, Dongwei; Hau, Liya; Wu, Hao; Ye, Fangyu - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013449369