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The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
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Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis
Han, Young Wook - In: Journal of East Asian economic integration 18 (2014) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10010347752
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Currency trading in volatile markets : did neural networks outperform for the EUR/USD during the financial crisis 2007 - 2009?
Dunis, Christian; Laws, Jason; Schilling, Ulrike - In: Journal of derivatives & hedge funds 18 (2012) 1, pp. 2-41
Persistent link: https://www.econbiz.de/10009535199
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Examining stress in Asian currencies : a perspective offered by high frequency financial market data
Dungey, Mardi H.; Matei, Marius; Sirimon Treepongkaruna - In: Journal of international financial markets, … 67 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012495857
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Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the asian crisis vs. the global crisis
Han, Young Wook - In: Journal of East Asian economic integration 18 (2014) 1, pp. 3-27
This paper examines the effects of financial crises on the long memory volatility dependency of daily exchange returns …-parametric Local Whittle method to estimate the long memory volatility dependency of the daily returns and the temporally aggregated … returns of the two exchange rates. Then it compares the effects of the two financial crises on the long memory volatility …
Persistent link: https://www.econbiz.de/10011568197
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Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
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Safe haven currency and market uncertainty : yen, renminbi, dollar, and alternatives
Masujima, Yuki - 2017
Persistent link: https://www.econbiz.de/10012132186
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Gold, silver, and the US dollar as harbingers of financial calm and distress
Dibooglu, Sel; Cevik, Emrah I.; Gillman, Max - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 200-210
Persistent link: https://www.econbiz.de/10014249099
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Sind Chinas Flitterwochen mit dem Dollar vorbei?
Faxin Teng - 2009
Persistent link: https://www.econbiz.de/10003941954
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The Replacement of Safe Assets : Evidence from the U.S. Bond Portfolio
Bertaut, Carol C. - 2015
The expansion in financial sector "safe" assets, largely in the form of structured products from the U.S. and the Caribbean, in the lead-up to the global financial crisis has by now been fairly well documented. Using a unique dataset derived from security-level data on U.S. portfolio holdings of...
Persistent link: https://www.econbiz.de/10013027545