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A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H. - 1997
Persistent link: https://www.econbiz.de/10000959373
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Trading volume, volatility, and GARCH effects int eh South Korean Won/US dollar exchange market : evidence from conditional quantile estimation
Park, Beum-jo - In: The Japanese economic review : the journal of the … 58 (2007) 3, pp. 382-399
Persistent link: https://www.econbiz.de/10003520194
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Hysteresis and averaging the forecasts of exchange rates
Seo, Byeongseon; Kim, Jinho - In: Seoul journal of economics 24 (2011) 3, pp. 333-355
Persistent link: https://www.econbiz.de/10009312617
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The Asia financial crises and exchange rates : had there been volatility shifts for Asian currencies?
Oga, Takashi; Polasek, Wolfgang - 2010
dynamics has changed at least once. -- Markov switching GARCH models ; Asian currency crisis 1997 ; volatility breaks …
Persistent link: https://www.econbiz.de/10009733810
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Exchange rate dynamics in Indian foreign exchange market : an empirical investigation on the movement of USD/INR
Srikanth, Maram; Kishor, Braj - In: The IUP journal of applied finance : IJAF 18 (2012) 4, pp. 46-61
Persistent link: https://www.econbiz.de/10009665082
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Currency areas, volatility and intervention
Mundell, Robert A. - In: Journal of policy modeling : JPMOD ; a social science … 22 (2000) 3, pp. 281-299
Persistent link: https://www.econbiz.de/10001500203
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Exchange Rate Dynamics in Indian Foreign Exchange Market : An Empirical Investigation on the Movement of USD/INR
Maram, Srikanth - 2012
In the present study, an attempt has been made to explain the dynamics of exchange rate in Indian foreign exchange market. The empirical study is based on ‘Multiple Regression Analysis' to identify the factors that drove the exchange rate of USD/INR during the period January 1999 through March...
Persistent link: https://www.econbiz.de/10013097106
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The Asia financial crises and exchange rates : had there been volatility shifts for Asian currencies?
Oga, Takashi; Polasek, Wolfgang - 2010
Persistent link: https://www.econbiz.de/10008661121
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Safe haven currency and market uncertainty : yen, renminbi, dollar, and alternatives
Masujima, Yuki - 2017
Persistent link: https://www.econbiz.de/10012132186
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Safe haven currencies : a dependence-switching copula approach
Michelis, Leo; Ning, Cathy Q.; Ponrajah, Jeremey - 2024
Persistent link: https://www.econbiz.de/10015052606