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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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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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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
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Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic
Nur Ain Shahrier - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013534059
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Capital control and exchange rate volatility
Chen, Shikuan; Chang, Ming-Jen - In: The North American journal of economics and finance : a … 33 (2015), pp. 167-177
Persistent link: https://www.econbiz.de/10011534938
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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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The effects of exchange-rate volatility on commodity trade between the US and Brazil
Bahmani-Oskooee, Mohsen; Harvey, Hanafiah; Hegerty, Scott W. - In: The North American journal of economics and finance : a … 25 (2013), pp. 70-93
Persistent link: https://www.econbiz.de/10009777867