Narrow search
Showing 1 - 10 of 6,429
Cover Image
Are there asymmetries in the relationship between exchange rate fluctuations and stock market volatility in Pacific Basin countries?
Maghrebi, Nabil; Holmes, Mark J.; Pentecost, Eric J. - In: Review of Pacific Basin financial markets and policies 9 (2006) 2, pp. 229-256
Persistent link: https://www.econbiz.de/10003356483
Cover Image
The US tech pulse, stock prices, and exchange rate dynamics : evidence from Asian developing countries
Kubo, Akihiro - In: Journal of Asian economics 23 (2012) 6, pp. 680-687
Persistent link: https://www.econbiz.de/10009690269
Cover Image
Dynamics of volatility spillover between stock market and foreign exchange market : evidence from Asian Countries
Jebran, Khalil; Iqbal, Amjad - In: Financial innovation : FIN 2 (2016) 3, pp. 1-20
Background: The purpose of this study is to examine volatility spillover effects between stock market and foreign … Regressive Conditional Heteroskedasticity) model for the purpose of analyzing asymmetric volatility spillover effects between … stock and foreign exchange market. Results: The EGARCH analyses reveal bidirectional asymmetric volatility spillover between …
Persistent link: https://www.econbiz.de/10011542472
Cover Image
A reexamination of capital controls' effectiveness : recent experience of Thailand
Pongrapeeporn Abhakorn; Tantisantiwong, Nongnuch - In: Journal of Asian economics 23 (2012) 1, pp. 26-38
Persistent link: https://www.econbiz.de/10009703207
Cover Image
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
Cover Image
Co-movements and volatility spillover in Asian Forex Market : a multivariate GARCH and MRA approach
Bhandari, Avishek; Yazir P.; Hafsal K. - In: The empirical economics letters : a monthly … 15 (2016) 4, pp. 391-404
Persistent link: https://www.econbiz.de/10011580972
Cover Image
The interdependence of gold, US dollar and stock market in the context of COVID-19 pandemic : an insight into analysis in Asia and Europe
Oanh Kim Thi Tran; Ha Nguyen - In: Cogent economics & finance 10 (2022) 1, pp. 1-18
. The results of the impulse-response function analysis show that, in Asia, the stock market has a negative impact on the …
Persistent link: https://www.econbiz.de/10014500215
Cover Image
Exchange rate fluctuations and stock market returns in emerging Asian economies
Dar, Mearaj Ud Din; Butt, Khursheed A. - In: World economics : a journal of current economic … 24 (2023) 3, pp. 45-75
Persistent link: https://www.econbiz.de/10014422380
Cover Image
Global Imbalances from a Stock Perspective. The Asymmetry between Creditors and Debtors
Alberola, Enrique - 2018
After the recent crisis, a reduction was observed in global current account (flow imbalances). Still, global disequilibria as measured in terms of countries' net foreign assets (stock imbalances), kept increasing. This paper studies whether stock imbalances have a stabilizing or destabilizing...
Persistent link: https://www.econbiz.de/10012924891
Cover Image
Impact of the ban on uncovered SCDS trade on the interdependencies between the CDS market and other sectors of financial markets : the case of safe and developed versus risky and d...
Kliber, Agata - In: Comparative economic research : Central and Eastern Europe 19 (2016) 1, pp. 75-97
Persistent link: https://www.econbiz.de/10011598086