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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

Volatility smile and one-month foreign currency volatility forecasts

Wong, Alfred Huah-Syn; Heaney, Richard A. - In: The journal of futures markets 37 (2017) 3, pp. 286-312

Persistent link: https://www.econbiz.de/10011669812

Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762

Financial development, exchange rate fluctuations, and debt dollarization : a firm-level evidence

Kim, Minsuk - 2019

This paper examines how financial development influences the debt dollarization of nonfinancial firms in a sample of emerging market economies (EMEs). The macroeconomic channels are identified from an optimal portfolio allocation model and assessed empirically using the accounting information of...

Persistent link: https://www.econbiz.de/10012102196

Assessing the predictive ability of sovereign default risk on exchange rate returns

Foroni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara - In: Journal of international money and finance 81 (2018), pp. 242-264

Persistent link: https://www.econbiz.de/10012000048

Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility

Wen, Fenghua; Xiao, Jihong; Huang, Chuangxia; Xia, Xiaohua - In: Applied economics 50 (2018) 3, pp. 319-334

Persistent link: https://www.econbiz.de/10011846847

Does gold Liquidity learn from the greenback or the equity?

Smimou, Kamal - In: Research in international business and finance 41 (2017), pp. 461-479

Persistent link: https://www.econbiz.de/10011914552

Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The North American journal of economics and finance : a … 41 (2017), pp. 44-56

Persistent link: https://www.econbiz.de/10011878932

The nature of the stock matters : NiGEM estimations of the macroeconomic effects of recent dollar and euro fluctuations

Haincourt, Sophie - In: National Institute economic review 244 (2018), pp. 30-38

Persistent link: https://www.econbiz.de/10011883545

Why is the correlation between crude oil prices and the US Dollar exchange rate time-varying? : explanations based on the role of key mediators

Liao, Jia; Shi, Yu; Xu, Xiangyun - In: International Journal of Financial Studies : open … 6 (2018) 3, pp. 1-13

Using DCC-GARCH model, this paper finds that, since 1990, the relationship between crude oil prices and the US dollar index is time-varying, demonstrating a process of ‘very weak correlation-negative correlation-enhanced negative correlation-weakening negative correlation’, but the existing...

Persistent link: https://www.econbiz.de/10011884180