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Wechselkurs
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1
Modelling exchange rate volatility with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
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2
Long-memories and mean breaks in realized volatilities
Song, Hyejin
;
Shin, Dong-wan
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139
Saved in:
3
Spillover effect of US dollar on the stock indices of BRICS
Naresh, G.
;
Vasudevan, Gopala
;
Mahalakshmi, S.
; …
- In:
Research in international business and finance
44
(
2018
),
pp. 359-368
Persistent link: https://www.econbiz.de/10011983060
Saved in:
4
Relationship among exchange rate fluctuations and stock market indices : an empirical analysis with reference to S&P BSE Sensex
Kumar, Roshan
;
Gupta, Manisha
- In:
International journal of economic research
14
(
2017
)
2
,
pp. 85-93
Persistent link: https://www.econbiz.de/10011858348
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5
Asymmetric cross-market volatility spillovers : evidence from Indian equity and foreign exchange markets
Panda, Pradiptarathi
;
Deo, Malabika
- In:
Decision
41
(
2014
)
3
,
pp. 261-270
Persistent link: https://www.econbiz.de/10010412792
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6
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
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7
Do words hurt more than actions? : the impact of trade tensions on financial markets
Ferrari, Massimo Minesso
;
Kurcz, Frederik
;
Pagliari, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1138-1159
Persistent link: https://www.econbiz.de/10013464661
Saved in:
8
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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9
The yield curve as a predictor and emerging economies
Mehl, Arnaud
-
2006
-of-sample
forecasting
performance. Differences across countries are seemingly linked to market liquidity. The paper further finds that the …
Persistent link: https://www.econbiz.de/10011604737
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10
The effects of Dollar/Sterling exchange rate volatility of futures markets for coffee and cocoa
Jumah, Adusei
;
Kunst, Robert M.
-
1999
shown to be specific for commodity and market. A
forecasting
comparison on the basis of the identified models suggests that …
Persistent link: https://www.econbiz.de/10010291928
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