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A double-threshold GARCH model...
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Share price
exchange rates
2,216
Exchange rates
1,778
Wechselkurs
1,371
Exchange rate
1,303
Asymmetry
824
Schätzung
736
Estimation
712
asymmetry
676
Exchange Rates
623
exchange rate
571
Theorie
548
Volatility
541
Volatilität
519
foreign exchange
519
Theory
505
real exchange rate
428
Welt
406
World
384
Monetary policy
352
nominal exchange rate
348
exchange rate regime
337
Börsenkurs
333
monetary policy
332
current account balance
329
effective exchange rate
329
Kapitaleinkommen
313
Capital income
312
real effective exchange rate
312
Geldpolitik
302
Stock market
301
inflation
293
Aktienmarkt
288
Cointegration
283
exchange rate policy
259
central bank
253
Kointegration
249
real exchange rates
247
Oil price
240
foreign exchange market
236
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Undetermined
154
Free
95
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Article
292
Book / Working Paper
36
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292
Aufsatz in Zeitschrift
292
Graue Literatur
36
Non-commercial literature
36
Arbeitspapier
33
Working Paper
33
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
1
Hochschulschrift
1
Reprint
1
Sammelwerk
1
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Language
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English
328
Author
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McAleer, Michael
11
Hsing, Yu
7
Menkhoff, Lukas
5
Rieth, Malte
5
Saha, Sujata
5
Bahmani-Oskooee, Mohsen
4
Chang, Chia-Lin
4
Gómez González, José Eduardo
4
Heidland, Tobias
4
Martinet, Guillaume Gaetan
4
Salisu, Afees A.
4
Brzeszczyński, Janusz
3
Caporale, Guglielmo Maria
3
Corsetti, Giancarlo
3
Hafner, Christian M.
3
Hirs-Garzon, Jorge
3
Lombardo, Giovanni
3
Ahmed, Walid M. A.
2
Al-Awadhi, Abdullah M.
2
Al-Mulali, Usama
2
Al-hajj, Ekhlas
2
Ali, Faek Menla
2
Aye, Goodness C.
2
Bash, Ahmad
2
Boako, Gideon
2
Cevik, Emrah Ismail
2
Chang, Tsangyao
2
Choi, Ki-hong
2
Diaz, John Francis
2
Dibooglu, Sel
2
Floros, Christos
2
Gehrke, Matthias
2
Goldberg, Linda S.
2
Grisse, Christian
2
Hammoudeh, Shawkat
2
Hatemi-J, Abdulnasser
2
Hemmens, Christopher
2
Hsu, Hui-Kuang
2
Hsu, Tzu-Kuang
2
Hunter, John
2
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International review of economics & finance : IREF
9
International Journal of Energy Economics and Policy : IJEEP
8
Cogent economics & finance
7
International journal of economics and financial issues : IJEFI
7
The North American journal of economics and finance : a journal of financial economics studies
7
Discussion paper / Tinbergen Institute
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Economic modelling
5
Energy economics
5
Finance research letters
5
International journal of economics and finance
5
Applied economics
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of risk and financial management : JRFM
4
Research in international business and finance
4
The European journal of finance
4
The North American journal of economics and finance : a journal of theory and practice
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Argumenta oeconomica
3
Borradores de economía
3
Bulletin of applied economics
3
CBN journal of applied statistics
3
CESifo working papers
3
Econometric Institute research papers
3
Global economy journal : GEJ
3
International business and economics research journal
3
International journal of monetary economics and finance
3
Journal of banking & finance
3
Journal of economic studies
3
Journal of multinational financial management
3
Pacific-Basin finance journal
3
The international journal of business and finance research : IJBFR
3
Theoretical and applied economics : GAER review
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Australasian accounting business and finance journal : AABF
2
Economia internazionale
2
Economic change & restructuring
2
Economies : open access journal
2
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ECONIS (ZBW)
328
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1
Asymmetric effects of exchange rate and its relationship with foreign investments : a case of Indian stock market
Siddiqui, Saif
;
Roy, Preeti
- In:
Vision : the journal of business perspective
25
(
2021
)
4
,
pp. 415-427
Persistent link: https://www.econbiz.de/10012660277
Saved in:
2
Impact of TED spread, bond spread, and implied volatility on stock market returns, oil prices, home prices and exchange rates
Dania, Akash
;
Malhotra, Davinder Kumar
- In:
International journal of bonds and derivatives
2
(
2016
)
4
,
pp. 329-343
Persistent link: https://www.econbiz.de/10011807737
Saved in:
3
Intraday euro exchange rates and international macroeconomic announcements
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 83-110
Persistent link: https://www.econbiz.de/10009155460
Saved in:
4
On the relation between stock prices and exchange rates : a review article
Bahmani-Oskooee, Mohsen
;
Saha, Sujata
- In:
Journal of economic studies
42
(
2015
)
4
,
pp. 707-732
Persistent link: https://www.econbiz.de/10011348942
Saved in:
5
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
Saved in:
6
On the relationship between Asian exchange rates and stock prices : a nonlinear analysis
Nusair, Salah A.
;
Al-Khasawneh, Jamal A.
- In:
Economic change & restructuring
55
(
2022
)
1
,
pp. 361-400
Persistent link: https://www.econbiz.de/10012817338
Saved in:
7
Do exchange rate changes have symmetric or asymmetric effects on stock prices?
Bahmani-Oskooee, Mohsen
;
Saha, Sujata
- In:
Global finance journal
31
(
2016
),
pp. 57-72
Persistent link: https://www.econbiz.de/10011714642
Saved in:
8
On the relation between exchange rates and stock prices : a non-linear ARDL approach and
asymmetry
analysis
Bahmani-Oskooee, Mohsen
;
Saha, Sujata
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 112-137
Persistent link: https://www.econbiz.de/10011978144
Saved in:
9
Dynamic relationship between exchange rates and stock prices for the G7 countries : a nonlinear ARDL approach
Nusair, Salah A.
;
Olson, Dennis O.
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357282
Saved in:
10
The overconfident trading behavior of individual versus institutional investors
Liu, Hsiang-Hsi
;
Chuang, Wen-I
;
Huang, Jih-Jeng
;
Chen, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 518-539
Persistent link: https://www.econbiz.de/10011626536
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