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Impacts of credit default swaps on volatility of the exchange rate in Turkey : the case of Euro

Kar, Muhsin; Bayat, Tayfur; Kayhan, Selim - In: International Journal of Financial Studies : open … 4 (2016) 3, pp. 1-18

premium change among the drivers of EUR/TL exchange rate and what are the possible effects of CDS premium volatility on EUR …

Persistent link: https://www.econbiz.de/10011526794

Vulnerabilities of the Romanian economy generated by the foreign trade, the external debt and the exchange rate after Romania's accession to the European Union

Milea, Camelia - In: Financial studies 22 (2018) 4, pp. 41-56

it is analysed the stability of the Romanian leu/euro exchange rate in the context of Romania's goal to join the eurozone. …

Persistent link: https://www.econbiz.de/10012014997

Germany versus the United States : monetary Dominance in the Eurozone

Quah, Chee Heong - In: Economies : open access journal 4 (2016) 2, pp. 1-16

This study inspects if there is greater convergence with Germany amongst the Eurozone founding members and if their …

Persistent link: https://www.econbiz.de/10011499412

Nominal exchange rates EUR/GRD and EUR/ITL in the context of leaving the euro zone by Greece and Italy

Dąbrowska-Gruszczyńska, Katarzyna; Gruszczyński, Marcin - In: Journal of economics & management 43 (2021) 1, pp. 293-316

Aim/purpose - The aim of this paper is to present two cases of crises in Greece and Italy and to evaluate the shadow exchange rates of hypothetical new currencies (re)introduced after Grexit and Italexit. Design/methodology/approach - Both shadow exchange rates are estimated using speculative...

Persistent link: https://www.econbiz.de/10013166669

Market efficiency of euro exchange rates and trading strategies

Bošnjak, Mile; Novak, Ivan; Vlajčić, Davor - In: Naše gospodarstvo : NG 67 (2021) 2, pp. 10-19

This paper tests the hypothesis on market efficiency for returns on the euro against fifteen currencies while assuming predictability of returns, dependent on the sign and magnitude of endogenous shocks. Considering the properties of exchange rate returns, the quantile autoregression approach...

Persistent link: https://www.econbiz.de/10012619841

Post-Brexit exchange rate volatility and its impact on UK exports to Eurozone countries : a bounds testing approach

Naimy, Viviane; El Khoury, Rim; Montero, José-María; … - In: Oeconomia Copernicana 14 (2023) 1, pp. 135-168

Persistent link: https://www.econbiz.de/10014249933

Detection of implicit fluctuation bands and their credibility in EU candidate countries

Sosvilla-Rivero, Simón; Ramos-Herrera, María del Carmen - In: Baltic journal of economics 15 (2015) 1, pp. 18-37

This paper attempts to identify implicit exchange-rate regimes for currencies of candidate countries vis-à-vis the euro. To that end, we apply three sequential procedures that consider the dynamics of exchange rates to data covering the period from 1999:01 to 2012:12. Our results would suggest...

Persistent link: https://www.econbiz.de/10011890541

Volatility spillovers between the European and South African foreign exchange markets

Niyitegeka, Olivier; Tewari, Devi D. - In: Cogent economics & finance 8 (2020) 1, pp. 1-17

This article investigates the exchange rate volatility spillover and dynamic conditional correlation between the euro … and the South African rand following the Eurozone sovereign debt crisis. It employs two multivariate generalized … datasets, for the crisis and post-crisis periods, the study identifies significant uni-directional volatility spillovers from …

Persistent link: https://www.econbiz.de/10012215203

COVID-19 pandemic and the exchange rate movements : evidence from six major COVID-19 hot spots

Jamal, Aamir; Bhat, Mudaser Ahad - In: Future Business Journal 8 (2022), pp. 1-11

The study's primary objective is to unravel the nexus between the COVID-19 crisis and the exchange rate movements in the six major COVID-19 hot spots-Brazil, China, India, Italy, Turkey, and the United Kingdom. The impact of the COVID-19 deaths on the Rupee/USD, Pound/USD, Yuan/USD, Real/USD,...

Persistent link: https://www.econbiz.de/10013273767

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

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