Narrow search
Showing 1 - 10 of 431
Cover Image
Central bank intervention and exchange rate volatility : evidence from Japan using realized volatility
Cheng, Ai-ru; Das, Kuntal K.; Shimatani, Takeshi - In: Journal of Asian economics 28 (2013), pp. 87-98
Persistent link: https://www.econbiz.de/10010405810
Cover Image
Asymmetric dependence in international currency markets
Paltalidis, Nikos; Patsika, Victoria - In: The European journal of finance 26 (2020) 10, pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
Cover Image
Exchange rate volatility and domestic investment in G7 : are the effects asymmetric?
Bahmani-Oskooee, Mohsen; Baek, Jungho - In: Empirica : journal of european economics 48 (2021) 3, pp. 775-799
Persistent link: https://www.econbiz.de/10012588145
Cover Image
The macroeconomics shocks and the Brazilian agricultural price evolution : a VAR analysis approach
Spolador, Humberto Francisco Silva; Barros, Geraldo … - 2011
The findings presented in this paper come from our study of the effects of Brazilian macroeconomic policy on the Brazilian Farm [product] Price Index using an adapted version of Frankel's (1986 & 2006) theoretical model. The study examined the connection between Brazilian farm prices and...
Persistent link: https://www.econbiz.de/10011548191
Cover Image
Identifying monetary policy and central bank information shocks using high-frequency exchange rates
Holtemöller, Oliver; Kriwoluzky, Alexander; Kwak, Boreum - 2019
level clearly. A positive information shock which also induces increases in interest rate is perceived by private agents as …
Persistent link: https://www.econbiz.de/10012304714
Cover Image
US monetary policy and spillovers to select EMEs : an episodic analysis
Sahoo, Satyananda; Shankar, Shiv; Anthony, Jessica M. - In: Research in finance 36 (2020), pp. 67-97
Persistent link: https://www.econbiz.de/10012583839
Cover Image
A multivariate analysis of United States and global real estate investment trusts
Begiazi, Kyriaki; Asteriou, Dimitrios; Pilbeam, Keith - In: International economics and economic policy : IEEP 13 (2016) 3, pp. 467-482
Persistent link: https://www.econbiz.de/10011714591
Cover Image
Financial industry and oil price volatility : an analysis on Central and Eastern Europe
Vrinceanu, Georgiana; Horobet, Alexandra; Popescu, Consuela - In: The changing financial landscape : financial …, (pp. 41-63). 2021
temporal dependence in oil prices volatility on financial industry firms’ returns. The GARCH model is complemented by Granger … about the impact of oil price volatility on the real economy have been recently fuelled by the positive correlation between … the financial industry, as well as Brent crude oil prices, to estimate a two-stage GARCH (1,1) to capture the effects of …
Persistent link: https://www.econbiz.de/10012805648
Cover Image
The variance implied conditional correlation
Algaba, Andres; Boudt, Kris; Vanduffel, Steven - In: The European journal of finance 26 (2020) 2/3, pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Cover Image
The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia; Patsis, Paris; Sariannidis, … - In: Business Development and Economic Governance in …, (pp. 297-313). 2022
Persistent link: https://www.econbiz.de/10013415082