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How has Covid-19 infected the stock market and exchange rate? : (a case study of infected vs. uninfected countries)
Fadli, Faishal; S. S., Vietha Devia - In: International journal of monetary economics and finance … 15 (2022) 5, pp. 407-429
Persistent link: https://www.econbiz.de/10014320488
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Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets
Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410
Persistent link: https://www.econbiz.de/10003765132
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What Hurts Most? G-3 Exchange Rate or Interest Rate Volatility
Reinhart, Carmen M. - 2001
With many emerging market currencies tied to the U.S. dollar either implicitly or explicitly, movements in the exchange values of the currencies of major countries have the potential to influence the competitive position of many developing countries. According to some analysts, establishing...
Persistent link: https://www.econbiz.de/10012470183
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Interest rate volatility and sudden stops : an empirical investigation
Reyes-Heroles, Ricardo; Tenorio, Gabriel - 2017 - This draft: June 2017
the volatility of interest rates at which emerging economies borrow from international financial markets, and study the … statistical relationship of such regimes with episodes of sudden stops. Periods of high volatility tend to be persistent and are … documented in previous literature (Neumeyer and Perri, 2005) and that high-volatility regimes forecast sudden stops 6 and 12 …
Persistent link: https://www.econbiz.de/10011709761
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What Hurts Most? G-3 Exchange Rate or Interest Rate Volatility
Reinhart, Carmen M.; Reinhart, Vincent R. - 2021
With many emerging market currencies tied to the U.S. dollar either implicitly or explicitly, movements in the exchange values of the currencies of major countries have the potential to influence the competitive position of many developing countries. According to some analysts, establishing...
Persistent link: https://www.econbiz.de/10013230967
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Output effects of monetary policy in emerging and developing countries : evidence from a meta-analysis
Thi Mai Lan Nguyen - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 1, pp. 68-85
Persistent link: https://www.econbiz.de/10012211214
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The asymmetric impact of macroeconomic shocks on stock returns in Turkey : a nonlinear ARDL approach
Yacouba, Kassouri; Altintas, Halil - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 98-116
Persistent link: https://www.econbiz.de/10012129032
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Oil price shocks and stock market performance in the BRICs : some evidence using FAVAR models
Naser, Hanan; Rashid, Abdul - In: Economic issues 23 (2018), pp. 85-108
Persistent link: https://www.econbiz.de/10011917764
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On the impact of macroeconomic news surprises on Treasury-bond returns
El Ouadghiri, Imane; Mignon, Valérie; Boitout, Nicolas - In: Annals of finance 12 (2016) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10011555427
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Volatility of Real Return and Impact of Monetary Policy Rates on Yield of the 182 Days Treasury Bills in India
Vijayalakshmi, P - 2020
Central Government issues securities in financial markets to meet out its financial requirements for fulfilling its objectives towards overall economic and welfare development of the nation. Both money and capital markets help to float short term as well as long term securities before the public...
Persistent link: https://www.econbiz.de/10012839555