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Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis

Ben Omrane, Walid; Tao, Yusi; Welch, Robert L. - In: Research in international business and finance 42 (2017), pp. 9-30

Persistent link: https://www.econbiz.de/10011747218

Evolving efficiency of exchange rate movement : an evidence from Indian foreign exchange market

Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Global business review 21 (2020) 4, pp. 956-969

Persistent link: https://www.econbiz.de/10012287504

The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

The euro crisis and contagion among Central and Eastern European currencies : recommendations for avoiding lending in a safe haven currency such as CHF

Kiss, Gábor Dávid; Schuszter, Tamás - In: Prague economic papers : a bimonthly journal of … 24 (2015) 6, pp. 678-698

Persistent link: https://www.econbiz.de/10011415589

The carry trade and fundamentals : nothing to fear but FEER itself

Jordà, Òscar; Taylor, Alan M. - In: Journal of international economics 88 (2012) 1, pp. 74-90

Persistent link: https://www.econbiz.de/10010220075

Financial Crises, Exchange Rate Linkages and Uncovered Interest-Rate Parity : Evidence from G7 Markets

Kenourgios, Dimitris - 2017

This paper examines the dynamic linkages among major exchange rates during the Global Financial Crisis and Eurozone Sovereign Debt Crisis. We extend the previous literature on volatility spillover linkages among the currencies by taking into account the uncovered interest-rate parity hypothesis...

Persistent link: https://www.econbiz.de/10012948027