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Exchange return co-movements and volatility spillovers before and after the introduction of euro

Antonakakis, Nikolaos - 2012

This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … significant co-movements and volatility spillovers across the four exchange returns, but their extend is, on average, lower in the … latter period. Return co-movements and volatility spillovers show large variability though, and are positively associated …

Persistent link: https://www.econbiz.de/10011347744

Interest rate and exchange rate volatility spillovers : multiscale perspective of monetary policy transmission in Ghana

Akosah, Nana Kwame; Alagidede, Paul; Schaling, Eric - In: Journal of central banking theory and practice 9 (2020) 1, pp. 135-167

Persistent link: https://www.econbiz.de/10012167220

Long-Term Cereal Price Changes : How Important is the Speculative Element

Zolin, Bruna; Andreosso-O'Callaghan, B. - 2010

The objective of this article is to provide an analysis of the relationship existing between cereal prices and several variables such as population, income, exports, the exchange rate, and speculation, by using a linear regression analysis. Specific emphasis is placed on the speculative...

Persistent link: https://www.econbiz.de/10014189797

Exchange Rate Volatility : Effect on Turkish Tourism Incomes

Aktaş, Ali - 2015

The Turkish economy has been facing account deficit problems in recent years and tourism revenues play an important role in financing this deficit. Tourism revenues are affected by exchange rate volatility and the effects of exchange rate volatility on tourism revenues need to be researched. The...

Persistent link: https://www.econbiz.de/10013028929

Beyond connectedness: a covariance decomposition based network risk model

Akovalı, Umut - 2020

This study extends the Diebold-Yilmaz Connectedness Index (DYCI) methodology and, based on forecast error covariance decompositions, derives a network risk model for a portfolio of assets. As a normalized measure of the sum of variance contributions, system-wide connectedness averages out the...

Persistent link: https://www.econbiz.de/10012170580

An empirical analysis of terrorism and stock market spillovers : the case of Spain

Laborda, Ricardo; Olmo, Jose - In: Defence and peace economics 32 (2021) 1, pp. 68-86

Persistent link: https://www.econbiz.de/10012392086

Economic policy uncertainty in the EuroaArea : cross-country spillovers and macroeconomic impact

Clausen, Volker; Schlösser, Alexander; Thiem, Christopher - In: Jahrbücher für Nationalökonomie und Statistik 239 (2019) 5/6, pp. 957-983

Persistent link: https://www.econbiz.de/10012122242

Volatilidad de la inflación y crecimiento del producto: el caso de México

Cermeño, Rodolfo; Vasquez Feregrino, Nahieli - Centro de Investigación y Docencia Económicas (CIDE) - 2012

This paper investigates empirically the relationship between inflation, inflation volatility and output growth in the case of México using monthly data over the period 1993-2011. Specifically a bivariate GARCH-M model is estimated to test the hypotheses that inflation rates are directly related...

Persistent link: https://www.econbiz.de/10010685969

Volatilidad de la inflación y crecimiento del producto: el caso de México

Cermeño, Rodolfo; Vasquez Feregrino, Nahieli - Centro de Investigación y Docencia Económicas (CIDE) - 2012

Persistent link: https://www.econbiz.de/10010699626

Risk Management of Daily Tourist Tax Revenues for the Maldives

McAleer, Michael; Shareef, Riaz; da Veiga, Bernardo - 2005

International tourism is the principal economic activity for Small Island Tourism Economies (SITEs). There is a strongly predictable component of international tourism, specifically the government revenue received from taxes on international tourists, but it is difficult to predict the number of...

Persistent link: https://www.econbiz.de/10010312482

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