Showing 1 - 8 of 8
This paper investigates the relationship between the collapse timing of exchange rate regime and degree of substitutability of foreign currency for domestic currency as a medium of exchange. According to the spirit of Chen et al. (1981), Tsaur (1987), Chang et al. (1991), we set up a...
Persistent link: https://www.econbiz.de/10008555941
Exchange rate movements affect exports through depreciation (appreciation) and risk. Depreciation may raise exports but exchange rate risk could offset the positive effect. This paper investigates the net effect for eight Asian countries using a dynamic conditional correlation bivariate GARCH-M...
Persistent link: https://www.econbiz.de/10008555966
Persistent link: https://www.econbiz.de/10012987794
Chinese Abstract:...
Persistent link: https://www.econbiz.de/10013321517
Chinese Abstract: A股关联公司的股票动量溢出效应研究:...
Persistent link: https://www.econbiz.de/10013405840
Persistent link: https://www.econbiz.de/10001506368
the abnormal returns and volatility changes of those component stocks. The empirical results show that, after the removal … volatility. To reduce the possible impact on volatility, the authorities may take the activity of margin transactions into …
Persistent link: https://www.econbiz.de/10008555948