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Estimating the functional components of asset price volatilities
Heid, Frank - 1997
Persistent link: https://www.econbiz.de/10000978817
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Non-parametric volatility estimation of exchange rates and stock prices
Heid, Frank - 1997
Persistent link: https://www.econbiz.de/10000978829
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Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
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Does the information content of central bank speeches impact on the level of exchange rate? : a comparative study of Canadian and Australian central bank communications
Masawi, Becksndale; Bhattacharya, Sukanto; Boulter, Terry - In: Review of Pacific Basin financial markets and policies 21 (2018) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011809736
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Dynamics of Canadian oil price and its impact on exchange rate and stock market
Alzyoud, Hussein; Wang, Eric Zengxiang; Basso, Michael Glenn - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 107-114
Persistent link: https://www.econbiz.de/10011881295
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Cross-currency equity swaps in the BGM model
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
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Dynamic relationship between stock prices and exchange rates of G-7 countries
Nieh, Chien-chung; Lee, Cheng F. - In: The quarterly review of economics and finance : journal … 41 (2001) 4, pp. 477-490
Persistent link: https://www.econbiz.de/10001615343
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Réaction des banques centrales aux prix des actifs financiers et au taux de change
Laskar, Daniel - In: Revue économique : revue bimestrielle 54 (2003) 5, pp. 1187-1212
Persistent link: https://www.econbiz.de/10001836422
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Technische Aktienanalyse : die relative Stärke als Anlagestrategie
Vogel, Michael E. - 1985
Persistent link: https://www.econbiz.de/10013407753
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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
), its volatility as well as the asymmetric effects, for the period of 12th May 2009 to 12th June, 2015. The empirical …-of-theweek effect is influenced by the choice of the volatility model applied. Similarly, the highest or lowest volatility market day …
Persistent link: https://www.econbiz.de/10011535278