Similar Search Results

Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762

Oil price drivers, geopolitical uncertainty and oil exporters' currencies

Akram, Qaisar Farooq - 2019

Empirical relationships between crude oil prices and exchange rates of oil exporting countries tend to vary over time. I use econometric models of the norwegian and canadian nominal exchange rates to investigate whether such time-variation could reflect shifts in the key oil price drivers over...

Persistent link: https://www.econbiz.de/10012214320

Economic policy uncertainty and dollar-pound exchange rate return volatility

Bartsch, Zachary - In: Journal of international money and finance 98 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012140084

Economic Policy Uncertainty and Dollar-Pound Exchange Rate Return Volatility

Bartsch, Zachary - 2018

The extent to which economic policy uncertainty (EPU) amplifies exchange rate volatility has been an important research … imparts an effect on exchange rate volatility either contemporaneously, or with a one month lag. The use of monthly frequency … contributes to exchange rate volatility much more quickly than monthly data can detect. I also find that non-policy market …

Persistent link: https://www.econbiz.de/10012932171

Is oil risk important for commodity-related currency returns?

Yin, Libo; Su, Zhi; Lu, Man - In: Research in international business and finance 60 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013412450

Climate risks and realized volatility of major commodity currency exchange rates

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 62 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014226734

Effect of Economic Policy Uncertainty on the investment in numismatic assets : evidence for the Walking Liberty Half Dollar

Paule-Vianez, Jessica; Alcázar-Blanco, Antonio; Coca … - In: Finance research letters 46 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013341820

Exploiting high frequency data for volatility forecasting and portfolio selection

Hu, Yujia - 2012

estimation and forecast of financial volatility. The research, chapter by chapter is summarized below. Chapter 1 provides … empirical evidence on univariate realized volatility forecasting in relation to asymmetries present in the dynamics of both … return and volatility processes. It examines leverage and volatility feedback effects among continuous and jump components of …

Persistent link: https://www.econbiz.de/10009664313

Essays on political economy of financial markets

Hahne, Jana - 2012

Persistent link: https://www.econbiz.de/10009748942

Equity anomalies and idiosyncratic risk around the world

Fan, Steve; Opsal, Scott; Yu, Linda - In: Multinational finance journal : MF ; quarterly … 19 (2015) 1/2, pp. 33-75

Persistent link: https://www.econbiz.de/10011434193

1
2
3
4
5
6
7
8
9
10
Next
Last