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A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke; Watanabe, Toshiaki - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
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Forward guidance and financial stability in a model of optimal central bank swap lines
Yun, Tack - In: Seoul journal of economics 28 (2015) 2, pp. 237-264
Persistent link: https://www.econbiz.de/10011311646
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The impact of macro news and central bank communication on emerging European forex markets
Égert, Balázs; Kočenda, Evžen - 2013
We employ two-stage empirical strategy to analyze the impact of macroeconomic news and central bank communication on the exchange rates of three Central and Eastern European (CEE) currencies against the euro. First we estimate the nominal equilibrium exchange rate based on a monetary model....
Persistent link: https://www.econbiz.de/10009764449
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Modeling and forecasting the US dollar/euro exchange rate
Ghalayini, Latife - In: International journal of economics and finance 6 (2014) 1, pp. 194-207
Persistent link: https://www.econbiz.de/10010236853
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On the influence of oil price shocks on economic activity, inflation, and exchange rates
Yoshizaki, Yasunori; Hamori, Shigeyuki - In: International journal of financial research 4 (2013) 2, pp. 33-41
Persistent link: https://www.econbiz.de/10010205120
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Dollar hegemony and China's economy
Liu, Kai - 2014
Persistent link: https://www.econbiz.de/10010366323
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Exchange rates, expected returns and risk
Munro, Anella - 2014
Persistent link: https://www.econbiz.de/10010348369
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Exchange credit risk : measurement and implications on the stability of partially dollarized financial systems
Mordecki, Ernesto; Peña Sánchez, Alejandro Rubén; … - In: Risk governance & control : financial markets & institutions 3 (2013) 2, pp. 58-72
Persistent link: https://www.econbiz.de/10011438451
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Day-of-the-week anomaly : an illusion or a reality? ; evidence from Naira/Dollar exchange rates
Osabuohien-Irabor, Osarumwense - In: CBN journal of applied statistics 7 (2016) 1, pp. 311-332
This study examines the day-of-the-week effect in the Nigerian foreign exchange market (Naira against the US dollars), its volatility as well as the asymmetric effects, for the period of 12th May 2009 to 12th June, 2015. The empirical results of GARCH-t(1,1), EGARCH-t(1,1), GJR-GARCH-t(1,1),...
Persistent link: https://www.econbiz.de/10011535278
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Does existence of long-run relationship ensure predictability of exchange rate? : empirical analysis of Indian rupee vis-à-vis US dollar under monetary model framework
Padake, Vaishali; Karamcheti, Bhargavi; Geetha, T. - In: Theoretical economics letters 6 (2016) 3, pp. 561-569
Persistent link: https://www.econbiz.de/10011547303