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Real exchange rate volatility, financial crises and exchange rate regimes
Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: Applied economics 46 (2014) 7/9, pp. 826-847
Persistent link: https://www.econbiz.de/10010398918
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Carry Funding and Safe Haven Currencies : A Threshold Regression Approach
Hossfeld, Oliver - 2016
the estimation results, two currencies, the Swiss franc and (to a lesser extent) the US dollar qualify as safe haven …
Persistent link: https://www.econbiz.de/10012988716
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International tail risk connectedness : network and determinants
Linh Hoang Nguyen; Lambe, Brenda John - In: Journal of international financial markets, … 72 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012801485
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Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-risk
Lloyd, Simon; Manuel, Ed; Panchev, Konstantin - 2021 - revised 26 April 2022
Persistent link: https://www.econbiz.de/10013259552
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Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-Risk
Lloyd, Simon; Manuel, Ed; Panchev, Konstantin - 2021
Persistent link: https://www.econbiz.de/10012795156
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Assessing systemic risk and its determinants for advanced and major emerging economies : the case of ΔCoVaR
Stolbov, Michail I. - In: International economics and economic policy : IEEP 14 (2017) 1, pp. 119-152
Persistent link: https://www.econbiz.de/10011877870
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Attention to the tail(s) : global financial conditions and exchange rate risks
Eguren-Martin, Fernando; Sokol, Andrej - 2019
Persistent link: https://www.econbiz.de/10012202393
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Attention to the tail(s) : global financial conditions and exchange rate risks
Eguren-Martin, Fernando; Sokol, Andrej - 2020
We document how the distribution of exchange rate returns responds to changes in global financial conditions. We measure global financial conditions as the common component of country-specific financial condition indices, computed consistently across a large panel of developed and emerging...
Persistent link: https://www.econbiz.de/10012197839
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Attention to the tail(s) : global financial conditions and exchange rate risks
Eguren-Martin, Fernando; Sokol, Andrej - In: IMF economic review 70 (2022) 3, pp. 487-519
Persistent link: https://www.econbiz.de/10013433399
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Investigation of financial markets performance due to coronavirus outbreak : EGARCH and bivariate regression approach
Rokhsari, Alireza; Doodman, Neda; Esfahanipour, Akbar - In: International Journal of Financial Markets and … 8 (2022) 4, pp. 315-335
Persistent link: https://www.econbiz.de/10014311659