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Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - In: The North American journal of economics and finance : a … 26 (2013), pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
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Causality and volatility patterns between gold prices and exchange rates
Beckmann, Joscha; Czudaj, Robert; Pilbeam, Keith - In: The North American journal of economics and finance : a … 34 (2015), pp. 292-300
Persistent link: https://www.econbiz.de/10011540003
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International foreign exchange agreements and nominal exchange rate volatility : a GARCH application
Kang, In-bong - In: The North American journal of economics and finance : a … 10 (1999) 2, pp. 453-472
Persistent link: https://www.econbiz.de/10001508352
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Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima; Perez Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
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Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates
Yi, Chae-Deug - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012632203
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Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan; Malik, Farooq - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
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Incorporating the RMB internationalization effect into its exchange rate volatility forecasting
Ding, Shusheng; Cui, Tianxiang; Zhang, Yongmin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012665485
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Long run peso/dollar exchange rates and extreme value behavior : Value at Risk modeling
Jesús, Raúl de; Ortiz, Edgar; Cabello, Alejandra - In: The North American journal of economics and finance : a … 24 (2013), pp. 139-152
Persistent link: https://www.econbiz.de/10009739669
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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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Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 42 (2017), pp. 393-420
Persistent link: https://www.econbiz.de/10011938140