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The impact of German macroeconomic news on emerging European forex markets
Moravcová, Michala - In: Prague economic papers : a bimonthly journal of … 27 (2018) 5, pp. 505-521
Persistent link: https://www.econbiz.de/10011918965
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The impact of German macroeconomic data announcements on the Czech financial market
Moravcová, Michala - 2015
generalized autoregressive conditional heteroscedasticity (GARCH) models are applied. Macroeconomic shocks (GDP, ZEW, IFO, factory … volatility during the 7-year total examined time period. Splitting the time series into 3 individual sub-periods the results … conditional volatility during financial crises. Furthermore, announcements of GDP and ZEW index calm the exchange rate …
Persistent link: https://www.econbiz.de/10011317142
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Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.; Floros, Christos; Gillas, … - In: Journal of international financial markets, … 74 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
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Do central bank actions curb exchange rate volatility?
Rishad, Abdul; Gupta, Sanjeev - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 48-68
Persistent link: https://www.econbiz.de/10014388709
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Spillover effects between exchange rates and stock prices : evidence from BRICS around the recent global financial crisis
Sui, Lu; Sun, Lijuan - In: Research in international business and finance 36 (2016), pp. 459-471
Persistent link: https://www.econbiz.de/10011594540
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …
Persistent link: https://www.econbiz.de/10013397677
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Brexit referendum : impact on the exchange rate (Pound/INR)
Chadha, Neetu; Jain, Divya - In: International journal of business competition and … 7 (2020) 2, pp. 164-174
Persistent link: https://www.econbiz.de/10012506231
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Impact of central bank intervention in the foreign exchange market : evidence from India using an event study approach
Trivedi, Smita Roy; Srinivasan, Bobby - In: Economic papers : a journal of applied economics and policy 35 (2016) 4, pp. 389-402
Persistent link: https://www.econbiz.de/10011718842
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Impact of US monetary policy uncertainty on Asian exchange rates
Park, Donghyun; Aleem, Irfan; Tian, Shu; Villaruel, Mai Lin - In: Economic change & restructuring 55 (2022) 1, pp. 73-82
Persistent link: https://www.econbiz.de/10012817325
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Time-varying relationship and volatility spillovers among oil, gold, forex and stock markets in Indian context : the juxtaposition of global economic crisis and COVID-19 pandemic
Sahadudheen, I.; Kumar, P. K. Santhosh - In: The Indian economic journal 71 (2023) 4, pp. 748-767
Persistent link: https://www.econbiz.de/10014324941