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Economic fundamentals and the long-run correlation between exchange rates and commodities
Tsiakas, Ilias; Zhang, Haibin - In: Global finance journal 49 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012887166
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Forecasting implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: The European journal of finance 24 (2018) 1/3, pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
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Exchange rate puzzles : evidence from rigidly fixed nominal exchange rate systems
Engel, Charles; Zhu, Feng - 2019
Persistent link: https://www.econbiz.de/10012051574
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Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis
Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352
Persistent link: https://www.econbiz.de/10009615550
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Currency risk : comovements and intraday cojumps
Lahaye, Jérôme - In: Annals of economics and statistics 123/124 (2016), pp. 53-76
Persistent link: https://www.econbiz.de/10011592734
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The euro introduction and non-euro currencies
Dijk, Dick van; Munandar, Haris; Hafner, Christian M. - 2006
the framework of dynamic conditional correlation (DCC) models, we find that such breaks occurred both at the time the …
Persistent link: https://www.econbiz.de/10011343243
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On quantitative easing and high frequency exchange rate dynamics
Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Research in international business and finance 34 (2015), pp. 110-125
Persistent link: https://www.econbiz.de/10011325751
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Exchange rate contagion in Latin America
Loiza-Maya, Ruben; Gómez González, José Eduardo; … - In: Research in international business and finance 34 (2015), pp. 355-367
Persistent link: https://www.econbiz.de/10011326205
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A study of volatility spillover across select foreign exchange rates in India using dynamic conditional correlations
Patnaik, Anuradha - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 28-47
Persistent link: https://www.econbiz.de/10010338354
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Co-movements among major European exchange rates : a multivariate time-varying asymmetric approach
Tamakoshi, Go; Hamori, Shigeyuki - In: International review of economics & finance : IREF 31 (2014), pp. 105-113
Persistent link: https://www.econbiz.de/10010490436