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Impact of TED spread, bond spread, and implied volatility on stock market returns, oil prices, home prices and exchange rates

Dania, Akash; Malhotra, Davinder Kumar - In: International journal of bonds and derivatives 2 (2016) 4, pp. 329-343

Persistent link: https://www.econbiz.de/10011807737

Intraday euro exchange rates and international macroeconomic announcements

Evans, Kevin P.; Speight, Alan E. H. - In: The European journal of finance 17 (2011) 1/2, pp. 83-110

Persistent link: https://www.econbiz.de/10009155460

The asymmetric effects of exchange rate changes on output : evidence from Asian countries

Nusair, Salah A. - In: The International trade journal 36 (2022) 4, pp. 324-349

Persistent link: https://www.econbiz.de/10013281208

Corporate bonds, exchange rates and business strategy

Vartholomatou, Konstantina; Pendaraki, Konstantina; … - In: International journal of banking, accounting and … 12 (2021) 2, pp. 97-117

Persistent link: https://www.econbiz.de/10012505141

Recent Developments in Financial Economics and Econometrics:An Overview

Chang, Chia-Lin; Allen, David E; McAleer, Michael - Institute of Economic Research, Kyoto University - 2013

Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed articles in the discipline of Finance. The special issue presents several papers by leading scholars in the field on “Recent Developments in Financial Economics and...

Persistent link: https://www.econbiz.de/10010860064

Recent Developments in Financial Economics and Econometrics: An Overview

Chang, Chia-Lin; Allen, David; McAleer, Michael - Department of Economics and Finance, College of … - 2013

This special issue of the in North American Journal of Economics and Finance presents 24 papers by leading scholars in the field on “Recent Developments in Financial Economics and Econometrics”. The breadth of coverage is substantial, and includes original research and comprehensive review...

Persistent link: https://www.econbiz.de/10010907402

Intraday euro exchange rates and international macroeconomic announcements

Evans, Kevin; Speight, Alan - In: The European Journal of Finance 17 (2011) 2, pp. 83-110

This paper considers a 19-month sample of 5-min returns for three euro exchange rates, and provides an analysis of the news impact effects associated with the unexpected component of a wide range of international macroeconomic announcements. Our findings reveal that US news relating to leading...

Persistent link: https://www.econbiz.de/10009218978

Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan

Chang, Chia-Lin; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2009

memory in the conditional mean, and to examine asymmetry and leverage in volatility. The empirical results show that the … $ exchange rate are statistically adequate and have sensible interpretations. Asymmetry (though not leverage) is found for …

Persistent link: https://www.econbiz.de/10010732596

Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates

Chang, Chia-Lin; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2010

mean, to examine asymmetry and leverage in volatility, and to examine the effects of temporal and spatial aggregation. The … and have sensible interpretations. Asymmetry (though not leverage) is found for several alternative HAR models for the …

Persistent link: https://www.econbiz.de/10010732607

Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan

Chang, Chia-Lin; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2009

Persistent link: https://www.econbiz.de/10010732623

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