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Cross-time-frequency analysis of volatility linkages in global currency markets : an extended framework
Baklaci, Hasan Fehmi; Yelkenci, Tezer - In: Eurasian economic review : a journal in applied … 12 (2022) 2, pp. 267-314
Persistent link: https://www.econbiz.de/10013263368
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Volatility connectedness in global foreign exchange markets
Wen, Tiange; Wang, Gang-Jin - In: Journal of multinational financial management 54 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012597032
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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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Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
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Asymmetric correlations in gold and other financial markets
Miyazaki, T.; Hamori, Shigeyuki - In: Applied economics 48 (2016) 46/48, pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
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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
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An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market
Iglesias, Emma M. - In: Applied economics 44 (2012) 34/36, pp. 4631-4637
Persistent link: https://www.econbiz.de/10009713374
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Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis
Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352
Persistent link: https://www.econbiz.de/10009615550
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A comparative analysis on probability of volatility clusters on cryptocurrencies, and FOREX currencies
Chinthapalli, Usha Rekha - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-23
GARCH (or EGARCH) and through its portrayal as a financial asset, ANN models will provide analytical insight into bitcoin … range of sectors, including nonmonetary activities, financial transactions, and even capital management. The high volatility … the probability of cryptocurrency volatility clusters. In this regard, the paper explores exponential hybrid methodologies …
Persistent link: https://www.econbiz.de/10012622787
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On asymmetric volatility effects in currency markets
Cho, Dooyeon; Rho, Seunghwa - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2149-2177
Persistent link: https://www.econbiz.de/10013197273