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No more clubbing : the evolution of exchange rate behaviour in the ASEAN-5 countries
Kljuev, Vladimir Vladimirovič; Dao, To-Nhu - In: Journal of Southeast Asian economies 34 (2017) 2, pp. 233-265
Persistent link: https://www.econbiz.de/10011729057
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Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes
Frömmel, Michael - 2005
Persistent link: https://www.econbiz.de/10002977273
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Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes
Frömmel, Michael - 2005
Main description: Der Autor untersucht, ob sich im Zeitablauf trendmäßige Entwicklungen, insbesondere ein signifikanter Anstieg der Wechselkursvolatilität feststellen lassen, und wieweit diese durch das gewählte Wechselkursregime beeinflusst werden. Im Gegensatz zu bisherigen Arbeiten liegt...
Persistent link: https://www.econbiz.de/10012220829
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Volatility integration of crude oil, gold, and interest rates on the exchange rate : DCC GARCH and BEKK GARCH applications
Rastogi, Shailesh; Kanoujiya, Jagjeevan; Doifode, Adesh - In: Cogent business & management 11 (2024) 1, pp. 1-17
conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily … theories of market connectivity. The results are as expected (from the previous literature) for conditional volatility, whereas … findings regarding volatility spillover effects (VSE) and are surprising. The findings of the study imply the separation of …
Persistent link: https://www.econbiz.de/10014543455
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On oil-US exchange rate volatility relationships : an intradaily analysis
Jawadi, Fredj; Louhichi, Waël; Ben Ameur, Hachmi - 2017
Persistent link: https://www.econbiz.de/10011738106
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Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional h...
Saidi, La Ode; Aedy, Hasan; Saranani, Fajar; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 104-108
Persistent link: https://www.econbiz.de/10012435288
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The effect of financial and macroeconomic factors on the oil market
Sariannidis, Nikolaos; Galyfianakis, Georgios; … - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 4, pp. 1084-1091
Persistent link: https://www.econbiz.de/10011456477
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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
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Quantitative comparisons on the intrinsic features of foreign exchange rates between the 1920s and the 2010s : case of the USD-GBP exchange rate
Han, Young Wook - In: East Asian economic review 20 (2016) 3, pp. 365-390
Persistent link: https://www.econbiz.de/10011556212
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An empirical analysis of currency volatilities during the recent global financial crisis
Ozer-Imer, Itir; Ozkan, Ibrahim - In: Economic modelling 43 (2014), pp. 394-406
Persistent link: https://www.econbiz.de/10010503043