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Exchange-rate risk and exports : evidence from a set of transition economies
Hasanov, Akram Shavkatovich; Baharumshah, Ahmad Zubaidi - In: Problems of economic transition 57 (2014) 1, pp. 80-101
Persistent link: https://www.econbiz.de/10011773879
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Modelling inflation uncertainty in transition economies : the case of Russia and the former Soviet Republics
Erkam, Serkan; Cavusoglu, Tarkan - In: Economic annals 53 (2008) 178/179, pp. 44-71
Persistent link: https://www.econbiz.de/10003826934
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Exchange rate risk and trade flows : the case of Belarus, Kazakhstan, Russia and Ukraine
Hasanov, Akram Shavkatovich; Baharumshah, Ahmad Zubaidi - 2011
Persistent link: https://www.econbiz.de/10009501385
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Assessing the performance of generalized autoregressive conditional heteroskedasticity-based value-at-risk models : a case of frontier markets
Vee, Dany Ng Cheong; Gonpot, Preethee Nunkoo; Sookia, Noor - In: The journal of risk model validation 6 (2012) 4, pp. 95-111
Persistent link: https://www.econbiz.de/10009692959
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The relationship between oil and financial markets in emerging economies : the significant role of Kazakhstan as the oil exporting country
Li, Haiping; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Finance research letters 32 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430798
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Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul; Pazilov, Galimzhan A.; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
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Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.; Lee, Gary G. J. - 1993
Persistent link: https://www.econbiz.de/10000877958
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Evaluating the predictive accuracy of volatility models
López, José A. - 1995
Persistent link: https://www.econbiz.de/10000945422
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Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.; Foster, Dean P. - 1992
Persistent link: https://www.econbiz.de/10000849719
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - 1998
Persistent link: https://www.econbiz.de/10000982695