Narrow search
Showing 1 - 10 of 1,409
Cover Image
Day of the week effect on foreign exchange market volatility : evidence from Turkey
Berument, Hakan; Coskun, M. Nejat; Sahin, Afsin - In: Research in international business and finance 21 (2007) 1, pp. 87-97
Persistent link: https://www.econbiz.de/10003410753
Cover Image
Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility
Evans, Kevin P.; Speight, Alan E. H. - In: Research in international business and finance 24 (2010) 1, pp. 82-101
Persistent link: https://www.econbiz.de/10003917571
Cover Image
Volatility regimes and calender anomaly in foreign exchange market
Chakrabarti, Gagari; Sen, Chitrakalpa - In: The international journal of applied economics and finance 5 (2011) 2, pp. 97-113
Persistent link: https://www.econbiz.de/10009507502
Cover Image
The Thursday effect of the forward premium puzzle
Ding, Liang - In: International review of economics & finance : IREF 21 (2012) 1, pp. 302-318
Persistent link: https://www.econbiz.de/10009486120
Cover Image
Time varying risk premium and limited participation in financial markets
Wang, Xuedong - 2015
Persistent link: https://www.econbiz.de/10011279798
Cover Image
Day-of-the-week trading patterns of informed and uninformed traders in Taiwan's foreign exchange market
Zhang, Tai-Wei; Chueh, Horace; Hsu, Yao Hua - In: Economic modelling 47 (2015), pp. 271-279
Persistent link: https://www.econbiz.de/10011439120
Cover Image
Day-of-the-week anomaly : an illusion or a reality? ; evidence from Naira/Dollar exchange rates
Osabuohien-Irabor, Osarumwense - In: CBN journal of applied statistics 7 (2016) 1, pp. 311-332
This study examines the day-of-the-week effect in the Nigerian foreign exchange market (Naira against the US dollars), its volatility as well as the asymmetric effects, for the period of 12th May 2009 to 12th June, 2015. The empirical results of GARCH-t(1,1), EGARCH-t(1,1), GJR-GARCH-t(1,1),...
Persistent link: https://www.econbiz.de/10011535278
Cover Image
A calendar effect : weekend overreaction (and subsequent reversal) in spot FX rates
Dao, Thong M.; McGroarty, Frank; Urquhart, Andrew - In: Journal of multinational financial management 37/38 (2016), pp. 158-167
Persistent link: https://www.econbiz.de/10011720281
Cover Image
Day-of-the-week effect of major currency pairs : new evidences from investors' fear gauge
Singh, Vipul Kumar - In: The journal of asset management 20 (2019) 7, pp. 493-507
Persistent link: https://www.econbiz.de/10012155317
Cover Image
Exchange Rate and Output Dynamics Between Japan and Korea
Kang, Sammo; Kim, Soyoung; Wang, Yunjong; Yoon, Deok Ryong - 2003
Japan and Korea are close countries in terms of economic interaction as well as geography. To quantify the impact of …
Persistent link: https://www.econbiz.de/10010295371