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Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market
Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229
Persistent link: https://www.econbiz.de/10012003539
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On the predictability of carry trade returns : the case of the Chinese Yuan
Cheong, Calvin W. H.; Sinnakkannu, Jothee; Ramasamy, … - In: Research in international business and finance 39 (2017), pp. 358-376
Persistent link: https://www.econbiz.de/10011876500
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The relationship between stock returns and foreign exchange rates in China using smooth regime-switching approach
Wang, Chien Jen; Wu, Po-Chin; Lin, Huei-Hsieh - In: Investment management and financial innovations 10 (2013) 3, pp. 46-54
Persistent link: https://www.econbiz.de/10010201510
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Dynamic dependence structure between Chinese stock market returns and RMB exchange rates
Li, Rong; Hu, Zongyi; Li, Sufang; Yu, Keming - In: Emerging markets, finance and trade : EMFT 55 (2019) 15, pp. 3553-3574
Persistent link: https://www.econbiz.de/10012211176
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RMB exchange rate volatility and the cross-section of Chinese A-share returns
Qiao, Tongshuai; Ding, Wenjie; Han, Liyan; Li, Donghui - In: Journal of international money and finance 142 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014549828
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Macro determinants of stock market volatility : evidence from Middle East region
Touny, Mahmoud Abdelaziz; Radwan, Mostafa Ahmed; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 3, pp. 376-391
Persistent link: https://www.econbiz.de/10012594364
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Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach
Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16
, the US, and China economies, over the period 2006-2009 during the financial crisis. The econometric framework is a four …-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …
Persistent link: https://www.econbiz.de/10011450341
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Modelling volatility in Indian currency market
Mittal, Sanjiv; Kumar, Ashish - In: International journal of bonds and derivatives 2 (2016) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011585698
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Exchange rate uncertainty effect on export-oriented companies at Tehran stock exchange (yield) rate of return : a panel-vector autoregressive model
Zamanian, Gholamreza; Mahmodpour, Kamran; Yari, Sepideh - In: International journal of economics and financial issues … 7 (2017) 1, pp. 207-213
Persistent link: https://www.econbiz.de/10011784480
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Dynamics of co-movements among implied volatility, policy uncertainty and market performance
Ur Rehman, Mobeen - In: Global business review 18 (2017) 6, pp. 1478-1487
Persistent link: https://www.econbiz.de/10011800032