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The effects of terrorism on Turkish financial markets

Aksoy, Mine; Demiralay, Sercan - In: Defence and peace economics 30 (2019) 6, pp. 733-755

Persistent link: https://www.econbiz.de/10012200582

Effects of capital controls on foreign exchange liquidity

Cantú García, Carlos A. - 2017

Persistent link: https://www.econbiz.de/10011758431

Quantile dependence between foreign exchange market and stock market : the case of Korea

Han, Heejoon; Lee, Na Kyeong - In: East Asian economic review 20 (2016) 4, pp. 519-544

This paper examines quantile dependence and directional predictability between the foreign exchange market and the stock market in Korea. Instead of adopting a multivariate model such as a vector autoregressive model, a multivariate GARCH model or a combination of both models, we apply the...

Persistent link: https://www.econbiz.de/10011765039

The beneficial aspect of FX volatility for market liquidity

Koosakul, Jakree; Shim, Ilhyock - 2017

Persistent link: https://www.econbiz.de/10011752706

Asymmetric correlations in gold and other financial markets

Miyazaki, T.; Hamori, Shigeyuki - In: Applied economics 48 (2016) 46/48, pp. 4419-4425

Persistent link: https://www.econbiz.de/10011640106

Understanding relationship between Indian equity index, nifty and currency market : an Elliott wave based time cycle analysis

Kyal, Ashish - In: Praj̄nȧn : journal of social and management sciences 46 (2017) 3, pp. 280-290

Persistent link: https://www.econbiz.de/10011873775

EUR/USD exchange rate characterization : study of events

Carvalho, Jorge; Couto, Gualter; Pimentel, Pedro - In: Economies : open access journal 10 (2022) 12, pp. 1-14

This study aims to evaluate the impact of major and minor changes in the Euro Zone and US interest rates on the EUR/USD exchange rate between 1 January 1999 and 31 December 2020. Therefore, twelve events are analyzed in this period, five related to changes in the US interest rate, six related to...

Persistent link: https://www.econbiz.de/10013499892

Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility

Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10014442581

The impact of RMB internationalization on the exchange rate linkages in China and ASEAN countries

Wang, Yang-Chao; Tsai, Jui-Jung; You, En - In: Applied economics 54 (2022) 43, pp. 4961-4978

Persistent link: https://www.econbiz.de/10013411078

U.S. populist rhetoric and currency returns

Filippou, Ilias; Gozluklu, Arie; Nguyen, My; Taylor, Mark P. - 2020

Persistent link: https://www.econbiz.de/10012249998