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Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis
Han, Young Wook - In: Journal of East Asian economic integration 18 (2014) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10010347752
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Inflation differentials and real exchange rate dispersion : new stylized facts and possible explanations
Beck, Günter W. - 2004
Persistent link: https://www.econbiz.de/10002122257
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The effects of exchange rate fluctuations on multinationalsŕeturns
Ihrig, Jane; Prior, David - In: Journal of multinational financial management 15 (2005) 3, pp. 273-286
Persistent link: https://www.econbiz.de/10002949971
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Global monetary instability : the role of the IMF, the EU and NAFTA
Malliaris, Anastasios G. - In: The North American journal of economics and finance : a … 13 (2002) 1, pp. 72-92
Persistent link: https://www.econbiz.de/10001716512
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Essays in open economy macroeconomics
Frois, Christian David - 2000
Persistent link: https://www.econbiz.de/10001613620
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The effect of exchange rate fluctuations on multinationals' returns
Ihrig, Jane; Prior, David - 2003
Persistent link: https://www.econbiz.de/10001804404
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Financial crises and dynamic linkages among international currencies
Dimitriou, Dimitrios; Kenourgios, Dimitris - In: Journal of international financial markets, … 26 (2013), pp. 319-332
Persistent link: https://www.econbiz.de/10010234848
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Effects of Financial Crises on the Long Memory Volatility Dependency of Foreign Exchange Rates : The Asian Crisis vs. the Global Crisis
Han, Young Wook - 2016
This paper examines the effects of financial crises on the long memory volatility dependency of daily exchange returns …-parametric Local Whittle method to estimate the long memory volatility dependency of the daily returns and the temporally aggregated … returns of the two exchange rates. Then it compares the effects of the two financial crises on the long memory volatility …
Persistent link: https://www.econbiz.de/10013006577
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Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
Alexander, Volbert (contributor); Baltensperger, Ernst (ed.) - 1998
Persistent link: https://www.econbiz.de/10013280903