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Switching to floating exchange rates, devaluations, and stock returns in MENA countries
Chortareas, Georgios E.; Cipollini, Andrea; Eissa, … - In: International review of financial analysis 21 (2012), pp. 119-127
Persistent link: https://www.econbiz.de/10009633319
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Stock returns, exchange rate movements and central bank interventions
Hartmann, Daniel; Pierdzioch, Christian - In: Applied financial economics letters 3 (2007) 3, pp. 191-195
Persistent link: https://www.econbiz.de/10003540380
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Asymmetric stabilizing impact of international reserves
Lee, Dongwon; Kim, Kyungkeun - In: Applied economics letters 26 (2019) 1, pp. 69-73
Persistent link: https://www.econbiz.de/10012204131
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Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach
Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16
-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …
Persistent link: https://www.econbiz.de/10011450341
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Modelling volatility in Indian currency market
Mittal, Sanjiv; Kumar, Ashish - In: International journal of bonds and derivatives 2 (2016) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011585698
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The external impact of China's exchange rate policy : evidence from firm level data
Eichengreen, Barry; Tong, Hui - 2011
Persistent link: https://www.econbiz.de/10009424815
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Impact of exchange rate regime reform on asset returns in China
Hua, Xiuping; Sun, Laixiang; Wang, Tianyi - In: The European journal of finance 21 (2015) 1/3, pp. 147-171
Persistent link: https://www.econbiz.de/10010519959
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The external impact of China's exchange rate policy : evifence from firm level data
Eichengreen, Barry; Tong, Hui - 2011
Persistent link: https://www.econbiz.de/10009409802
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Currency devaluation and stock market response : an empirical analysis
Patro, Dilip Kumar; Wald, John K.; Wu, Yangru - In: Journal of international money and finance 40 (2014), pp. 79-94
Persistent link: https://www.econbiz.de/10010240003
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The External Impact of China's Exchange Rate Policy : Evidence from Firm Level Data
Eichengreen, Barry - 2011
We examine the impact of renminbi revaluation on firm valuations, considering two surprise announcements of changes in China's exchange rate policy in 2005 and 2010 and data on 6,050 firms in 44 countries. Renminbi appreciation has a positive effect on firms exporting to China but little...
Persistent link: https://www.econbiz.de/10013118251