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A test for volatility spillover with application to exchange rates

Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224

Persistent link: https://www.econbiz.de/10001585360

On the risk comovements between the crude oil market and U.S. dollar exchange rates

Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215

Persistent link: https://www.econbiz.de/10011645629

Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility

Wen, Fenghua; Xiao, Jihong; Huang, Chuangxia; Xia, Xiaohua - In: Applied economics 50 (2018) 3, pp. 319-334

Persistent link: https://www.econbiz.de/10011846847

The interdependence of gold, US dollar and stock market in the context of COVID-19 pandemic : an insight into analysis in Asia and Europe

Oanh Kim Thi Tran; Ha Nguyen - In: Cogent economics & finance 10 (2022) 1, pp. 1-18

Using the panel data vector autoregression (PVAR) model, this study examines the correlation between the stock market, gold price and USD exchange rate in the context of the COVID-19 pandemic in 55 Asian and 32 European countries from 11 March 2021 to 29 October 2021. The results of Granger...

Persistent link: https://www.econbiz.de/10014500215

Oil, gold, US dollar and stock market interdependencies : a global analytical insight

Arfaoui, Mongi; Ben Rejeb, Aymen - In: European journal of management and business economics : … 26 (2017) 3, pp. 278-293

Persistent link: https://www.econbiz.de/10011823435

The impact of gold, bond, currency, metals and oil markets on the USA stock market

Partalidou, Xanthi; Kiohos, Apostolos; Giannarakis, Grigoris - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 76-81

Persistent link: https://www.econbiz.de/10011448224

On the intraday dynamics of oil price and exchange rate : what can we learn from China and India?

Ahmad, Wasim; Prakash, Ravi; Uddin, Mohammed Gazi Salah; … - In: Energy economics 91 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012518662

European monetary arrangements : implications for the dollar, exchange rate variability and credibility

Edison, Hali J. - In: European financial management : the journal of the … 1 (1995) 1, pp. 61-86

Persistent link: https://www.econbiz.de/10001192731

The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

Oil price volatility and US dollar exchange rate volatility of some oil-dependent economies

Donkor, Richard Agyabeng; Mensah, Lord; … - In: Journal of international trade & economic development : … 31 (2022) 4, pp. 581-597

Persistent link: https://www.econbiz.de/10013371168

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