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Volatility spillovers among developed and developing countries : the global foreign exchange markets

Mohammed, Walid Abass - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-30

In this paper, we investigate the "static and dynamic" return and volatility spillovers’ transmission across developed and developing countries. Quoted against the US dollar, we study twenty-three global currencies over the time period 2005-2016. Focusing on the spillover index methodology,...

Persistent link: https://www.econbiz.de/10012605811

Foreign exchange and financial markets : foreign exchange development, January - March 2000

Bhosale, Manisha M. - In: Journal of foreign exchange and international finance : … 13 (2000) 4, pp. 259-268

Persistent link: https://www.econbiz.de/10001583397

The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies

Keefe, Helena Glebocki - In: Journal of international financial markets, … 72 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012801531

The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies

Shehadeh, Ali; Li, Youwei; Vigne, Samuel A.; … - In: International review of financial analysis 78 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013252466

Debt, deficits and exchange rates : essays on financial interdependence and development

Reisen, Helmut - 1994

Persistent link: https://www.econbiz.de/10013551284

Debt, deficits, and exchange rates : essays on financial interdependence and development

Reisen, Helmut - Organisation for Economic Co-operation and Development … - 1994

considered include New Zealand's experience with a pure float, the use of the theory of optimal currency areas to assess whether … contribution to understanding international monetary problems in the developing world …