Narrow search
Showing 1 - 10 of 16,031
Cover Image
Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin
Zhang, Yi; Zhou, Long; Li, Yuxue; Liu, Fang - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014485587
Cover Image
The impact of dollarisation on economic growth, investment, and trade
Bajrami, Fisnik - 2023
Dollarisation has been extensively debated and is often promoted as a viable monetary and exchange rate policy alternative for emerging economies. While most arguments for and against dollarisation are grounded in theory, there is a recognized scarcity of empirical evidence on the topic. This...
Persistent link: https://www.econbiz.de/10014422437
Cover Image
Volatility transmission in emerging European foreign exchange markets
Bubák, Vít; Kočenda, Evžen; Zikes, Filip - 2010
-regional volatility spillovers among the Central European foreign exchange markets. With the exception of the Czech currency, we find no … significant spillovers running from euro/dollar to the Central European foreign exchange markets. To measure the overall magnitude … spillover index, and show that volatility spillovers tend to increase in periods characterized by market uncertainty. -- foreign …
Persistent link: https://www.econbiz.de/10003969723
Cover Image
Intraday Exchange Rate Volatility Transmissions Across QE Announcements
Kenourgios, Dimitris - 2015
This paper examines the effects of quantitative easing (QE) announcements by the European Central Bank (ECB), the Bank of England (BoE) and the Bank of Japan (BoJ) on the intraday volatility transmissions among EUR, GBP and JPY. The empirical results indicate: (i) an increased volatility...
Persistent link: https://www.econbiz.de/10013019181
Cover Image
Volatility spillover between oil prices and main exchange rates : evidence from a DCC-GARCH-Connectedness approach
Ben Salem, Leila; Zayati, Montassar; Nouira, Ridha; … - 2024
This paper investigates the co-movements of oil prices and the exchange rates of 10 top oil-importing and oil-exporting countries. Firstly, we estimated the total static spillover index based on vector autoregressive (VAR) models. Secondly, we adopted the recent DCC-GARCH-CONNECTEDNESS approach...
Persistent link: https://www.econbiz.de/10014490828
Cover Image
Return, volatility and risk spillover from oil prices and the US dollar exchange rate to the Indian industrial sectors
Kumar, Dilip; Maheswaran, S. - In: Margin: the journal of applied economic research 7 (2013) 1, pp. 61-91
Persistent link: https://www.econbiz.de/10009738171
Cover Image
Cross-category, trans-Pacific spillovers of policy uncertainty and financial market volatility
Thiem, Christopher - 2018
kategorieübergreifende Unsicherheits-Spillover-Effekte zwischen den USA und Japan. Dabei betrachten wir sowohl wirtschaftspolitische …-WPU-Spillover zwischen den USA und Japan sowohl zeit- als auch kategorieabhängig ist. Dabei fungieren im Laufe des Untersuchungszeitraums …-category spillovers of economic policy uncertainty (EPU) and financial market volatility between the US and Japan. Our model includes …
Persistent link: https://www.econbiz.de/10011954058
Cover Image
Co-movements of oil, gold, the US dollar, and stocks
Samanta, Subarna K.; Mohamad-Zadeh, Ali H. - In: Modern economy 3 (2012) 1, pp. 111-117
Persistent link: https://www.econbiz.de/10009710520
Cover Image
Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
Cover Image
Is there an intraday volatility spillover between exchange rate, gold and crude oil?
Shakeel, Moonis; Rabbani, Mustafa Raza; Hawaldar, Iqbal … - In: Journal of open innovation : technology, market, and … 9 (2023) 3, pp. 1-10
The study examines the intraday volatility spillover between the exchange rate, gold, and crude oil using the Dynamic Generalized Conditional Correlation GARCH model (DCC GARCH) and the BEKK GARCH model. We investigate the spillover effects using the Diebold and Yilmaz, 2012 model to gain a...
Persistent link: https://www.econbiz.de/10014502887