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Switching to floating exchange rates, devaluations, and stock returns in MENA countries

Chortareas, Georgios; Cipollini, Andrea; Eissa, Mohamed … - In: International Review of Financial Analysis 21 (2012) C, pp. 119-127

We test for the impact of the announcements of floating and/or devaluating the exchange rate on stock returns in three MENA countries after the financial crises they experienced. We, first, use an event-study methodology to test for event-induced abnormal volatility of stock returns in Egypt,...

Persistent link: https://www.econbiz.de/10010582650

Bank of Japan interventions and the volatility of the dollar/yen exchange rate

Chortareas, Georgios E.; Jiang, Ying - In: Credit and capital markets : Kredit und Kapital 50 (2017) 1, pp. 25-36

Persistent link: https://www.econbiz.de/10011944017

How puzzling is the PPP puzzle? : An alternative half-life measure of convergence to PPP

Chortareas, Georgios E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002403125

Switching to floating exchange rates, devaluations, and stock returns in MENA countries

Chortareas, Georgios E.; Cipollini, Andrea; Eissa, … - In: International review of financial analysis 21 (2012), pp. 119-127

Persistent link: https://www.econbiz.de/10009633319

Stock returns and exchange rate volatility spillovers in the MENA region

Eissa, Mohamed Abdelaziz; Chortareas, Georgios E.; … - In: Journal of emerging market finance 9 (2010) 3, pp. 257-284

Persistent link: https://www.econbiz.de/10009156615

Exchange rates and stock prices in the MENA countries : what role for oil?

Chortareas, Georgios E.; Cipollini, Andrea; Eissa, … - In: Review of development economics 15 (2011) 4, pp. 758-774

Persistent link: https://www.econbiz.de/10009384254

Forecasting exchange rate volatility using high-frequency data : is the euro different?

Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: International journal of forecasting 27 (2011) 4, pp. 1089-1107

Persistent link: https://www.econbiz.de/10009316871

The random-walk behavior of the Euro exchange rate

Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: Finance research letters 8 (2011) 3, pp. 158-162

Persistent link: https://www.econbiz.de/10009348333

How puzzling is the PPP puzzle? : an alternative half-life measure of convergence to PPP

Chortareas, Georgios E.; Kapetanios, George - In: Journal of applied econometrics 28 (2013) 3, pp. 435-457

Persistent link: https://www.econbiz.de/10009756501

Volatility and spillover effects of yen interventions

Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: Review of international economics 21 (2013) 4, pp. 671-689

Persistent link: https://www.econbiz.de/10010211778