Similar Search Results

Inter-markets volatility spillover in U.S. bitcoin and financial markets

Qarni, Muhammad Owais; Gulzar, Saqib; Fatima, Syeda Tamkeen - In: Journal of business economics and management 20 (2019) 4, pp. 694-714

This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry Measure, and Barunik and Krehlik (2018)...

Persistent link: https://www.econbiz.de/10012175787

Optimal central bank intervention in the foreign exchange market of Iran

Jahangard, Hajar - In: International journal of economics and finance 7 (2015) 4, pp. 146-158

Persistent link: https://www.econbiz.de/10010515811

Testing for random walk behaviour in CIVETS exchange rates

Almudhaf, Fahad - In: Applied economics letters 21 (2014) 1/3, pp. 60-63

Persistent link: https://www.econbiz.de/10010238285

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

Do carry trades in the foreign exchange markets influence stock prices

Kurihara, Yutaka - In: International journal of business and economics … 2 (2013) 4, pp. 84-90

Persistent link: https://www.econbiz.de/10010252370

Hedger behaviour and its impact on order flow and exchange rate on foreign exchange markets

Skoupil, Lubomír - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 23 (2015) 6, pp. 3-20

Persistent link: https://www.econbiz.de/10011437703

Carry trade : benefits and risks

Pappa, Anna A. - In: International journal of business innovation and research 8 (2014) 4, pp. 411-421

Persistent link: https://www.econbiz.de/10010401015

Price discovery in Brazilian FX markets

Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - 2014

Brazilian Foreign Exchange (FX) markets have a unique structure: most trades are conducted in the derivatives (futures) market. We study price discovery in the FX markets in Brazil and indicate which market (spot or futures) adjusts more quickly to the arrival of new information. We find that...

Persistent link: https://www.econbiz.de/10010402141

Is Exchange Rate Trading Profitable?

Narayan, Paresh Kumar; Mishra, Sagarika; Narayan, Seema; … - In: Journal of international financial markets, … 38 (2015), pp. 217-229

Persistent link: https://www.econbiz.de/10011475217

A nonlinear approach for the determinants of exchange rate volatility : evidence from Turkey

Deniz, Pınar - In: Dynamic optics in economics : quantitative, …, (pp. 11-29). 2020

Persistent link: https://www.econbiz.de/10012888462