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Nexus between stock exchange index and exchange rates
Alam, Md. Zahangir; Rahim, Muhammad Abdur - In: International journal of economics, finance and … 1 (2013) 6, pp. 330-334
Persistent link: https://www.econbiz.de/10010341521
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Intraday index volatility : evidence from currency adjusted stock indices
Jalbert, Terrance - In: The journal of applied business research 31 (2015) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10010502685
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Currency appreciation and stock transactions in Australia
Mitra, Rajarshi - In: The empirical economics letters : a monthly … 19 (2020) 4, pp. 281-290
Persistent link: https://www.econbiz.de/10012596262
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The dynamics of exchange market pressure and inflation in Iran : regime switching approach
Sayadi, Mohammad; Omidi, Meysam - In: Iranian journal of economic studies : IJES 8 (2019) 2, pp. 225-252
Persistent link: https://www.econbiz.de/10012220592
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Analyzing the COVID-19 pandemic volatility spillover influence on the collaboration of foreign and Indian stock markets
Das, Runumi; Debnath, Arabinda - In: Revista finanzas y política económica 14 (2022) 2, pp. 411-452
Persistent link: https://www.econbiz.de/10013383620
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Return and volatility spillover effects between rupee-dollar exchange rate and Asian stock indices
Mahalakshmi S.; Thiyagarajan, S.; Vasudevan, Gopala; … - In: Journal of emerging market finance 21 (2022) 4, pp. 428-450
Persistent link: https://www.econbiz.de/10013479483
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The relations between exchange rates and stock indexes for Brazil
Chen, Jeng-Hong - In: The international journal of business and finance … 14 (2020) 1, pp. 57-69
Persistent link: https://www.econbiz.de/10012163338
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An assessment of the stock market and exchange rate dynamics in industrialized and emerging markets
Beer, F.; Hebein, F. - In: International business and economics research journal 7 (2008) 8, pp. 59-70
Persistent link: https://www.econbiz.de/10003762858
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Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and … indices and foreign exchange rates. -- Stochastic volatility ; Markov chain Monte Carlo ; Metropolis-Hastings algorithm Jump …
Persistent link: https://www.econbiz.de/10003770817
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Country-fund discounts and risk : evidence from stock market volatility and macroeconomic volatility
Chiang, Thomas C.; Kim, Doseong; Lee, Euiseong - In: Journal of economics & business 58 (2006) 4, pp. 303-322
Persistent link: https://www.econbiz.de/10003344333