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Could markets have helped predict the puzzling exchange rate path in CESEE countries during the current crisis?

Crespo Cuaresma, Jesús; Geršl, Adam; Slačík, Tomáš - In: Focus on European economic integration (2010) 1, pp. 32-48

Persistent link: https://www.econbiz.de/10003944883

The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises

Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935

Persistent link: https://www.econbiz.de/10011860924

Exchange rate co-movements, hedging and volatility spillovers in new EU forex markets

Kočenda, Evžen; Moravcová, Michala - 2017

We analyze time-varying exchange rate co-movements and volatility spillovers between the Czech koruna, the Polish zloty … volatilities are due to each currency's own history. However, during the distress periods volatility spillovers among currencies …

Persistent link: https://www.econbiz.de/10011763803

Volatility transmission across currencies and stock markets : GIIPS in crisis

Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283

Persistent link: https://www.econbiz.de/10010460183

An empirical analysis of currency volatilities during the recent global financial crisis

Ozer-Imer, Itir; Ozkan, Ibrahim - In: Economic modelling 43 (2014), pp. 394-406

Persistent link: https://www.econbiz.de/10010503043

Financial crisis and financial market volatility spill-over

Saha, Soumya; Chakrabarti, Gagari - In: The international journal of applied economics and finance 5 (2011) 3, pp. 185-199

Persistent link: https://www.econbiz.de/10009387368

Tracing the sources of contagion in the oil-finance nexus

Mahadeo, Scott M. R.; Heinlein, Reinhold; Legrenzi, … - In: Applications in Energy Finance : The Energy Sector, …, (pp. 115-143). 2022

Persistent link: https://www.econbiz.de/10013282728

Exchange rate comovements, hedging and volatility spillovers on new EU forex markets

Kočenda, Evžen; Moravcová, Michala - In: Journal of international financial markets, … 58 (2019), pp. 42-64

Persistent link: https://www.econbiz.de/10012127823

Spillover effects between exchange rates and stock prices : evidence from BRICS around the recent global financial crisis

Sui, Lu; Sun, Lijuan - In: Research in international business and finance 36 (2016), pp. 459-471

Persistent link: https://www.econbiz.de/10011594540

Asymmetric volatility spillover between stock market and foreign exchange market : instances from Indian market from pre-, during and post- subprime crisis periods

Bal, Gnyana Ranjan; Manglani, Amit; Deo, Malabika - In: Global business review 19 (2018) 6, pp. 1567-1579

Persistent link: https://www.econbiz.de/10011982899

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