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The US tech pulse, stock prices, and exchange rate dynamics : evidence from Asian developing countries
Kubo, Akihiro - In: Journal of Asian economics 23 (2012) 6, pp. 680-687
Persistent link: https://www.econbiz.de/10009690269
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Dynamics of volatility spillover between stock market and foreign exchange market : evidence from Asian Countries
Jebran, Khalil; Iqbal, Amjad - In: Financial innovation : FIN 2 (2016) 3, pp. 1-20
Background: The purpose of this study is to examine volatility spillover effects between stock market and foreign … Regressive Conditional Heteroskedasticity) model for the purpose of analyzing asymmetric volatility spillover effects between … stock and foreign exchange market. Results: The EGARCH analyses reveal bidirectional asymmetric volatility spillover between …
Persistent link: https://www.econbiz.de/10011542472
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Examining stress in Asian currencies : a perspective offered by high frequency financial market data
Dungey, Mardi H.; Matei, Marius; Sirimon Treepongkaruna - In: Journal of international financial markets, … 67 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012495857
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The nonlinear dynamic relationship between stock prices and exchange rates in Asian countries
Sakemoto, Ryuta - In: International journal of financial research 8 (2017) 2, pp. 40-50
Persistent link: https://www.econbiz.de/10011779388
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Foreign direct investment, international financial flows and geography
Chen, John-ren - In: Foreign direct investment, (pp. 6-32). 2000
Persistent link: https://www.econbiz.de/10001554372
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Financial crises, Asian stock indices, and current accounts: An Asian-U.S. comparative study
Chen, David Y.; Li, Tongzhe - In: Journal of Asian economics 34 (2014), pp. 66-78
Persistent link: https://www.econbiz.de/10010511623
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Does the Financial Channel of Exchange Rates Offset the Trade Channel?
Kearns, Jonathan - 2016
While the trade channel indicates that an exchange rate depreciation will stimulate domestic economic activity, the financial channel can have the opposite effect. When banks and non-banks have foreign currency liabilities, an exchange rate depreciation has valuation effects that can lead to a...
Persistent link: https://www.econbiz.de/10012977169
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Does the financial channel of exchange rates offset the trade channel?
Kearns, Jonathan; Patel, Nikhil - In: BIS quarterly review : international banking and … (2016), pp. 95-113
Persistent link: https://www.econbiz.de/10011644829
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Algorithmic trading effects on KOSPI
Kim, Hae-Young; Jung, Heon-Yong - In: International journal of applied business and economic … 16 (2018) 1, pp. 183-188
Persistent link: https://www.econbiz.de/10011981806