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Chu, Jeffrey; Chan, Stephen; Nadarajah, Saralees; … - In: Journal of risk and financial management : JRFM 10 (2017) 4, pp. 1-15

With the exception of Bitcoin, there appears to be little or no literature on GARCH modelling of cryptocurrencies. This paper provides the first GARCH modelling of the seven most popular cryptocurrencies. Twelve GARCH models are fitted to each cryptocurrency, and their fits are assessed in terms...

Persistent link: https://www.econbiz.de/10011854856

Dynamics of Canadian oil price and its impact on exchange rate and stock market

Alzyoud, Hussein; Wang, Eric Zengxiang; Basso, Michael Glenn - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 107-114

Persistent link: https://www.econbiz.de/10011881295

Gold prices and exchange rates : a time-varying copula analysis

Yang, Lu; Hamori, Shigeyuki - In: Applied financial economics 24 (2014) 1/3, pp. 41-50

Persistent link: https://www.econbiz.de/10010389374

Swiss franc from the Croatian perspective

Bošnjak, Mile - In: Journal of central banking theory and practice 7 (2018) 3, pp. 41-56

Persistent link: https://www.econbiz.de/10011918271

Nexus between exchange rate volatility and oil price fluctuations : evidence from Pakistan

Ahmed, Rabia; Qaiser, Imran; Yaseen, Muhammad Rizwan - In: Pakistan journal of commerce and social sciences 10 (2016) 1, pp. 122-148

Pakistan experienced too much variation in crude oil prices in the last decades and this variation received a great attention because it uses all the sectors of the economy. The purpose of this study is to ascertain the determinants of Real Exchange Rate and analyze the impact of Real Oil Price...

Persistent link: https://www.econbiz.de/10011929215

Financial dollarization and exchange rate volatility in Ghana

Tweneboah, George - In: Ghanaian journal of economics : GJE ; a journal of the … 3 (2015), pp. 28-44

Persistent link: https://www.econbiz.de/10011496880

Volatility spillover in the foreign exchange market : the Indian experience

Ghosh, Saurabh - In: Macroeconomics and finance in emerging market economies 7 (2014) 1, pp. 175-194

Persistent link: https://www.econbiz.de/10010339176

Cointegration between exchange rate volatility and key macroeconomic fundamentals : evidence from Nigeria

Udoh, Edet Joshua; Akpan, Sunday Brownson; John, Daniel Etim - In: Modern economy 3 (2012) 7, pp. 846-855

Persistent link: https://www.econbiz.de/10010201989

Dynamics of stock prices and exchange rates relationship : evidence from five Sub-Saharan African financial markets

Ndako, Umar Bida - In: Journal of African business 14 (2013) 1/3, pp. 47-57

Persistent link: https://www.econbiz.de/10010246235

Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate

Ooft, Gavin; Franses, Philip Hans; Bhaghoe, Sailesh - In: Review of development economics : an essential resource … 27 (2023) 4, pp. 2618-2637

Persistent link: https://www.econbiz.de/10014427710