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Nonlinearity and efficiency dynamics of foreign exchange markets : evidence from multifractality and volatility of major exchange rates
Han, Chenyu; Wang, Yiming; Xu, Yingying - In: Economic research 33 (2020) 1,1, pp. 731-751
Persistent link: https://www.econbiz.de/10013173575
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Return seasonality in the foreign exchange market
Tse, Yiuman - In: Applied economics letters 25 (2018) 1, pp. 5-8
Persistent link: https://www.econbiz.de/10011853573
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EUR/USD exchange rate characterization : study of events
Carvalho, Jorge; Couto, Gualter; Pimentel, Pedro - In: Economies : open access journal 10 (2022) 12, pp. 1-14
This study aims to evaluate the impact of major and minor changes in the Euro Zone and US interest rates on the EUR/USD exchange rate between 1 January 1999 and 31 December 2020. Therefore, twelve events are analyzed in this period, five related to changes in the US interest rate, six related to...
Persistent link: https://www.econbiz.de/10013499892
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Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
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A low dimensional fractal attractor in the foreign exchange markets?
Guillaume, Dominique M. - 1994 - Second draft
Persistent link: https://www.econbiz.de/10000883780
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Empirical properties of the black market zloty, dollar exchange rate : 1988 - 1990
Funke, Michael; Hall, Stephen G.; Sola, Martin - 1994
Persistent link: https://www.econbiz.de/10000888289
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Vehicle currencies in the foreign exchange market
Hartmann, Philipp - 1994
Persistent link: https://www.econbiz.de/10000891421
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Finanzderivate als Ursache der Dollarwäsche? : Devisenmarktanalyse für das zweite Vierteljahr 1994
Filc, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000892482
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Currency competition and the evolution of multi-currency regions
Weil, Philippe - 1990
Persistent link: https://www.econbiz.de/10000801358
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On the nature of risk in the foreign exchange markets : evidence from the dollar and the EMS markets
De Grauwe, Paul - 1989
Persistent link: https://www.econbiz.de/10000776932