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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

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

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

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

Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset

Kühl, Michael - 2008

The aim of this paper is to detect periods in which two currencies can be classified as being the'same' asset. Two currencies can be treated as the same asset if their exchange rates vis-à-vis the same base currency are cointegrated with a cointegration vector that is consistent with the...

Persistent link: https://www.econbiz.de/10010300152