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Order flow in the South : anatomy of the Brazilian FX market
Wu, Thomas Yen Hon - In: The North American journal of economics and finance : a … 23 (2012) 3, pp. 310-324
Persistent link: https://www.econbiz.de/10009704517
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The interrelationship between order flow, exchange rate, and the role of American economic news
Firouzi, Shahrokh; Wang, Xiangning - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013186532
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Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu; Zheng, Tingguo - In: The North American journal of economics and finance : a … 40 (2017), pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
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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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Predictability in international stock returns using currency fluctuations and forward rate forecasts
Wang, Jiexin; Han, Xue; Huang, Emily J.; Yost-Bremm, Chris - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012656847
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Volatility interdependence on foreign exchange markets : the contribution of cross-rates
Kinkyō, Takuji - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012665471
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Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Feng, Qianqian; Sun, Xiaolei; Liu, Chang; Li, Jianping - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012667722
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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
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The intermediating role of the Chinese renminbi in Asian currency markets : evidence from partial wavelet coherence
Kinkyō, Takuji - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013413489
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Liquidity spillovers between cryptocurrency and foreign exchange markets
Nekhili, Ramzi; Sultan, Jahangir; Bouri, Elie - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014485287