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Volatility transmission across currencies and stock markets : GIIPS in crisis

Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283

Persistent link: https://www.econbiz.de/10010460183

Non-parametric sign test and paired samples test of effectiveness of official FX intervention

Marinković, Srđan - In: Economic annals 59 (2014) 202, pp. 107-130

Persistent link: https://www.econbiz.de/10010491977

Return and volatility spillover between stock price and exchange rate : Indian evidence

Majumder, Sayantan Bandhu; Nag, Ranjanendra Narayan - In: International journal of economics and business research 10 (2015) 4, pp. 326-340

Persistent link: https://www.econbiz.de/10011449241

The impact of RMB internationalization and international situations on China's foreign exchange market : dynamic linkages between USD/CNY and SDR/CNY

Wang, Yang-Chao; Tsai, Jui-Jung; Chen, Xingyu - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 5, pp. 1437-1454

Persistent link: https://www.econbiz.de/10012514889

Endogenous and exogenous volatility in the foreign exchange market

Bargigli, Leonardo; Cifarelli, Giulio - 2020

Persistent link: https://www.econbiz.de/10012517831

Do terror attacks affect the Euro? : evidence from the 21st century

Markoulis, Stelios - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-24

The objective of this paper is to examine whether terror attacks that took place in the Eurozone in the 21st century had a significant effect on the price of the Euro. Its novelty is twofold: it is the first study that assesses the impact of such events on the price of the Euro and employs a...

Persistent link: https://www.econbiz.de/10012626418

U.S. unconventional monetary policy and risk tolerance in major currency markets

Fassas, Athanasios P.; Kenourgios, Dimitris; Papadamou, … - In: The European journal of finance 27 (2021) 10, pp. 994-1008

Persistent link: https://www.econbiz.de/10012609247

The efficiency of the Polish zloty exchange rate market : the uncovered interest parity and fractal analysis approaches

Czech, Katarzyna; Pietrych, Łukasz - In: Risks : open access journal 9 (2021) 8, pp. 1-17

The study of the effectiveness of the currency market is one of the most important research problems in the field of finance. The paper aims to assess the efficiency of the Polish zloty exchange rate market. We test the market efficiency by applying two independent approaches, one based on the...

Persistent link: https://www.econbiz.de/10012612368

The influence of policy uncertainty on exchange rate forecasting

Smales, Lee A. - In: Journal of forecasting 41 (2022) 5, pp. 997-1016

Persistent link: https://www.econbiz.de/10013287895

Nonlinearity and efficiency dynamics of foreign exchange markets : evidence from multifractality and volatility of major exchange rates

Han, Chenyu; Wang, Yiming; Xu, Yingying - In: Economic research 33 (2020) 1,1, pp. 731-751

Persistent link: https://www.econbiz.de/10013173575