Narrow search
Showing 1 - 10 of 64,776
Cover Image
Day-of-the-week anomaly : an illusion or a reality? ; evidence from Naira/Dollar exchange rates
Osabuohien-Irabor, Osarumwense - In: CBN journal of applied statistics 7 (2016) 1, pp. 311-332
), its volatility as well as the asymmetric effects, for the period of 12th May 2009 to 12th June, 2015. The empirical …-of-theweek effect is influenced by the choice of the volatility model applied. Similarly, the highest or lowest volatility market day …
Persistent link: https://www.econbiz.de/10011535278
Cover Image
Extreme co-movements and dependencies in volatility of exchange rate among US dollar and emerging currencies : a GAS-GARCH-student-t model
Sy, Aida; Derbali, Abdelkader; Ayeche, Manel Ben - In: African journal of accounting, auditing and finance : AJAAF 4 (2015) 3, pp. 246-272
Persistent link: https://www.econbiz.de/10011513939
Cover Image
Some stylised facts about the exchange rate behaviour of Central European currencies
Vejmělek, Jan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 24 (2016) 2, pp. 3-17
Persistent link: https://www.econbiz.de/10011537495
Cover Image
Financial dollarization and exchange rate volatility in Ghana
Tweneboah, George - In: Ghanaian journal of economics : GJE ; a journal of the … 3 (2015), pp. 28-44
Persistent link: https://www.econbiz.de/10011496880
Cover Image
The volatility of exchange rate between the US dollar and African emerging currencies : analysing by GAS-GARCH-Student-t model
Derbali, Abdelkader; Sy, Aida - In: International journal of critical accounting : IJCA 8 (2016) 2, pp. 132-143
Persistent link: https://www.econbiz.de/10011644461
Cover Image
Co-movements in volatility of dependency between US dollar and euro : analysing by conditional heteroscedasticity models
Jamel, Lamia; Mansour, Sihem - In: International journal of management & enterprise … 18 (2019) 1/2, pp. 1-19
Persistent link: https://www.econbiz.de/10012116976
Cover Image
Oil price volatility and US dollar exchange rate volatility of some oil-dependent economies
Donkor, Richard Agyabeng; Mensah, Lord; … - In: Journal of international trade & economic development : … 31 (2022) 4, pp. 581-597
Persistent link: https://www.econbiz.de/10013371168
Cover Image
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke; Watanabe, Toshiaki - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Cover Image
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto; Cuccia, Tiziana - In: Applied financial economics 24 (2014) 1/3, pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
Cover Image
Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman - In: International journal of economics and financial issues … 11 (2021) 2, pp. 35-39
Persistent link: https://www.econbiz.de/10012509707