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Variance risk premium and expected currency return : the story is different at the tails of the distribution
Sahin, Baki Cem - In: Spanish journal of finance & accounting : the official … 50 (2021) 4, pp. 409-422
Persistent link: https://www.econbiz.de/10012649519
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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
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Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
Persistent link: https://www.econbiz.de/10011376190
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Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
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Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
, credit default swap (CDS) market and foreign exchange market for three countries: Korea, the US and Japan. Using the …
Persistent link: https://www.econbiz.de/10011572873
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Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression
Hsu, Tzu-Kuang - In: International journal of economics and finance 8 (2016) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10011427778
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Short-run determinants of the IDR/USD exchange rate : a simultaneous-equation model
Hsing, Yu - In: Global economy journal : GEJ 15 (2015) 3, pp. 311-318
Persistent link: https://www.econbiz.de/10011381859
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Determinants of the CNY/USD exchange rate : a simultaneous-equation model
Hsing, Yu - In: International journal of monetary economics and finance 8 (2015) 3, pp. 274-281
Persistent link: https://www.econbiz.de/10011502648
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Linkages between Thai stock and foreign exchange markets under the floating regime
Jiranyakul, Komain - In: Journal of financial economic policy 4 (2012) 4, pp. 305-319
Persistent link: https://www.econbiz.de/10009674900
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Determinants of the ZAR/USD exchange rate and policy implications : a simultaneous-equation model
Hsing, Yu - In: Cogent economics & finance 4 (2016) 1, pp. 1-7
This paper examines the determinants of the South African rand/US dollar (ZAR/USD) exchange rate based on demand and supply analysis. Applying the EGARCH method, the paper finds that the ZAR/USD exchange rate is positively associated with the South African government bond yield, US real GDP, the...
Persistent link: https://www.econbiz.de/10011450559