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The forecast ability of option-implied densities from emerging markets currencies

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Exchange rate dynamics, forecasting and the microstructure approach : empirical evidence for an emerging market economy

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Downside and upside risk spillovers between exchange rates and stock prices

Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96

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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

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Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach

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The impact of exchange rates on stock market performance of the Emerging 7

El-Diftar, Doaa - In: Journal of capital markets studies 7 (2023) 2, pp. 125-139

the inclusion of exchange rate to determine its effect on the volatility of stock returns. Findings - The findings support … accounts for a slight change in the volatility of stock returns. Originality/value - The research provides empirical evidence …

Persistent link: https://www.econbiz.de/10014442468