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Sudden changes in variance and volatility persistence in foreign exchange markets
Malik, Farooq - In: Journal of multinational financial management 13 (2003) 3, pp. 217-230
Persistent link: https://www.econbiz.de/10001753725
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Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
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Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan; Malik, Farooq - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
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Dynamic connectedness of oil price shocks and exchange rates
Malik, Farooq; Umar, Zaghum - In: Energy economics 84 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012183410