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The crisis in the foreign exchange market
Melvin, Michael; Taylor, Mark P. - 2009
terms of foreign exchange market dynamics. An implementable financial stress index (FSI) is created and then used to … currencies) and we show that such an index has potential value in protecting a portfolio against loss during periods of stress …
Persistent link: https://www.econbiz.de/10003861767
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The crisis in the foreign exchange market
Melvin, Michael; Taylor, Mark P. - 2009
Persistent link: https://www.econbiz.de/10003887408
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The crisis in the foreign exchange market
Melvin, Michael; Taylor, Mark P. - In: Journal of international money and finance 28 (2009) 8, pp. 1317-1330
Persistent link: https://www.econbiz.de/10003929178
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New rates from new weights
Bayoumi, Tamim A.; Yi, Chae-u; Jayanthi, Sarma - 2006
Persistent link: https://www.econbiz.de/10003388698
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Revisiting the dollar index
Essayyad, Musa; Albinali, Khaled; Al-Titi, Omar; … - In: International journal of monetary economics and finance 6 (2013) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10010250298
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The Big Mac Index : a shortcut to inflation and exchange rate dynamics? ; price tracking and predictive properties
San Vicente Portes, Luis; Atal, Vidya - In: International business and economics research journal 13 (2014) 4, pp. 751-756
Persistent link: https://www.econbiz.de/10010393518
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New rates from new weights
Bayoumi, Tamim A.; Yi, Chae-u; Jayanthi, Sarma - 2005
Persistent link: https://www.econbiz.de/10003091338
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New rates from new weights
Bayoumi, Tamim A.; Yi, Chae-u; Jayanthi, Sarma - In: IMF staff papers 53 (2006) 2, pp. 272-305
Persistent link: https://www.econbiz.de/10003362415
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New Rates from New Weights
Bayoumi, Tamim - 2008
This paper describes the result and the methodology of updating nominal and real effective exchange rate weights on the basis of trade data over 1999-2001. The underlying framework is an updated version of the IMF's current effective exchange rate calculation, which uses weights largely based on...
Persistent link: https://www.econbiz.de/10012774246
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The Effects of VIX Index, Exchange Rate & Oil Prices on the BIST 100 Index : A Quantile Regression Approach
Tekin, Bilgehan - 2020
study show that BIST index is significantly affected by volatility index in all quantiles. On the other hand, the dollar was … impacted on the BIST index only in high quantiles. The stock market effect of oil prices indicates that there is not an …
Persistent link: https://www.econbiz.de/10012854437