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Essays in open economy macroeconomics

Frois, Christian David - 2000

Persistent link: https://www.econbiz.de/10001613620

Exchange rates and the global transmission of equity market shocks

Ojea-Ferreiro, Javier; Reboredo, Juan Carlos - In: Economic modelling 114 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013367523

The asymmetric impact of macroeconomic shocks on stock returns in Turkey : a nonlinear ARDL approach

Yacouba, Kassouri; Altintas, Halil - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 98-116

Persistent link: https://www.econbiz.de/10012129032

Exchange rates and the global transmission of equity market shocks

Ojea-Ferreiro, Javier; Reboredo, Juan Carlos - 2021

, from a copula framework, we obtain the conditional expectation and measure the exchange rate contribution to shock …

Persistent link: https://www.econbiz.de/10012549999

Dissecting currency momentum

Zhang, Shaojun - 2020

This paper shows that currency momentum, which cannot be explained by carry and dollar factors, summarizes the autocorrelation of these factors. Carry and dollar factors are strongly autocorrelated and only earn significantly positive excess returns following positive factor returns. Currency...

Persistent link: https://www.econbiz.de/10012244553

The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment

Shabbir, Malik Shahzad; Said, Laila Refiana; Pelit, Irem; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 560-565