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Day-of-the-week anomaly : an illusion or a reality? ; evidence from Naira/Dollar exchange rates
Osabuohien-Irabor, Osarumwense - In: CBN journal of applied statistics 7 (2016) 1, pp. 311-332
), its volatility as well as the asymmetric effects, for the period of 12th May 2009 to 12th June, 2015. The empirical …-of-theweek effect is influenced by the choice of the volatility model applied. Similarly, the highest or lowest volatility market day …
Persistent link: https://www.econbiz.de/10011535278
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Modeling volatility in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang; Olubusoye, Olusanya E.; Kihoro, John M. - In: International journal of economics and finance 6 (2014) 10, pp. 118-128
Persistent link: https://www.econbiz.de/10010422149
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An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - In: Macroeconomics and finance in emerging market economies 9 (2016) 1/3, pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
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Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima; Perez Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
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Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The North American journal of economics and finance : a … 41 (2017), pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
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The effects of markets, uncertainty and search intensity on bitcoin returns
Panagiōtidēs, Theodōros; Stengos, Thanasēs; … - In: International review of financial analysis 63 (2019), pp. 220-242
Persistent link: https://www.econbiz.de/10012207452
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Volatility transmission in selected African foreign exchange markets
Carsamer, Emmanuel - In: International journal of economic perspectives : IJEP 10 (2016) 2, pp. 43-61
Persistent link: https://www.econbiz.de/10011660180
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How did the oil price affect Japanese yen and other currencies? : fresh insights from the COVID-19 pandemic
Li, Kaifeng; Devpura, Neluka; Cheng, Sijia - In: Pacific-Basin finance journal 75 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013552650
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Dynamics of quote and deal prices in the foreign exchange market
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 99-106
Persistent link: https://www.econbiz.de/10003715870
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Fluctuations in foreign exchange markets
Aiba, Yukihiro; Hatano, Naomichi - In: Econophysics and sociophysics : trends and perspectives, (pp. 219-247). 2006
Persistent link: https://www.econbiz.de/10003388166