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1
The effects of exchange-rate exposures on equity asset markets
Jumah, Adusei
;
Kunst, Robert M.
-
2001
examines how well exchange rate
volatility
explains movements in stock market returns. The model-based predictions are …
Persistent link: https://www.econbiz.de/10009724429
Saved in:
2
The effects of exchange-rate exposures on equity asset markets
Jumah, Adusei
;
Kunst, Robert M.
-
2001
Persistent link: https://www.econbiz.de/10001583865
Saved in:
3
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
4
Intraday index
volatility
: evidence from currency adjusted stock indices
Jalbert, Terrance
- In:
The journal of applied business research
31
(
2015
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10010502685
Saved in:
5
Does WTI oil price returns
volatility
spillover to the exchange rate and stock index in the US?
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
2
,
pp. 189-197
Persistent link: https://www.econbiz.de/10011286260
Saved in:
6
Forecasting spot price
volatility
using the short-term forward curve
Haugom, Erik
;
Ullrich, Carl J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 1826-1833
Persistent link: https://www.econbiz.de/10009687854
Saved in:
7
GARCH option pricing and implied FX
volatility
indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
8
Impact of futures on comovements between European cross-listed equities
Koulakiotis, Athanasios
;
Lyroudi, Katerina
;
Dasilas, …
- In:
Journal of financial management and analysis : …
18
(
2005
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003167708
Saved in:
9
Currency appreciation and stock transactions in Australia
Mitra, Rajarshi
- In:
The empirical economics letters : a monthly …
19
(
2020
)
4
,
pp. 281-290
Persistent link: https://www.econbiz.de/10012596262
Saved in:
10
Return and
volatility
spillover effects between rupee-dollar exchange rate and Asian stock indices
Mahalakshmi S.
;
Thiyagarajan, S.
;
Vasudevan, Gopala
; …
- In:
Journal of emerging market finance
21
(
2022
)
4
,
pp. 428-450
Persistent link: https://www.econbiz.de/10013479483
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