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Stock market uncertainty and uncovered equity parity deviation : evidence from Asia
Jung, Jiyong; Jung, Kuk Mo - In: Journal of Asian economics 73 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012802664
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Exchange rate disconnect and the general equilibrium puzzle
Chen, Yu-chin; Fujiwara, Ippei; Hirose, Yasuo - 2021
Persistent link: https://www.econbiz.de/10012619664
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Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies
Gochoco‐Bautista, Maria Socorro - 2013
This paper shows that both commodity price and carry trade have significant impact on the volatility and liquidity of …
Persistent link: https://www.econbiz.de/10013080047
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Connectedness among Northeast Asian housing markets and business cycles
Lee, Hahn-shik; Lee, Woo Suk - In: East Asian economic review 24 (2020) 2, pp. 185-203
Persistent link: https://www.econbiz.de/10012239678
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Foreign exchange rate uncertainty in Korea
Lee, Seojin - In: East Asian economic review 24 (2020) 2, pp. 165-184
Persistent link: https://www.econbiz.de/10012239677
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Taxonomy of global risk, uncertainty, and volatility measures
Datta, Deepa Dhume; Londono, Juan M.; Sun, Bo; Beltran, … - 2017
calculated. Therefore, in this paper, we review the literature on global risk, uncertainty, and volatility measures drawing on …
Persistent link: https://www.econbiz.de/10011780277
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Foreign exchange risk premia and goods market frictions
Moon, Seongman - In: Journal of East Asian economic integration 19 (2015) 1, pp. 3-38
Persistent link: https://www.econbiz.de/10010510654
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Foreign exchange risk premia and goods market frictions
Moon, Seongman - In: Journal of East Asian economic integration 19 (2015) 1, pp. 3-38
Fama’s (1984) volatility relations show that the risk premium in foreign exchange markets is more volatile than, and is … provides quantitative results on Fama’s volatility relations. …
Persistent link: https://www.econbiz.de/10011572824
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Exchange rate disconnect and the general equilibrium puzzle
Chen, Yu-chin; Fujiwara, Ippei; Hirose, Yasuo - 2021 - This version: September 2021
Persistent link: https://www.econbiz.de/10012664096
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Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M. - In: Economic modelling 33 (2013), pp. 926-939
Persistent link: https://www.econbiz.de/10010195543