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Co-movements of oil, gold, the US dollar, and stocks

Samanta, Subarna K.; Mohamad-Zadeh, Ali H. - In: Modern economy 3 (2012) 1, pp. 111-117

Persistent link: https://www.econbiz.de/10009710520

Dance with the dollar : exchange rate exposure on the German stock market

Entorf, Horst; Jamin, Gösta - 2002

We estimate the Dollar exposure of German DAX corporations. Our results are based on a new time-variant, APT-based and panel econometric extension of the exchange-rate exposure model in the tradition of Adler and Dumas (1984) and Jorion (1990). Our stock market data consist of 28 performance...

Persistent link: https://www.econbiz.de/10011524455

The US Dow and the US dollar

Azar, Samih Antoine - In: Applied economics letters 21 (2014) 10/12, pp. 683-686

Persistent link: https://www.econbiz.de/10010416366

Dance with the dollar : exchange rate exposure on the German stock market

Entorf, Horst; Jamin, Gösta - 2002

Persistent link: https://www.econbiz.de/10001844503

An Empirical Investigation of the Volatility Spill-over and Asymmetries between Nifty Index and Rupee- Dollar Exchange Rate

Shahani, Rakesh; TOMAR, PRATEEK - 2021

The present study is an attempt to investigate the conditional volatility of returns of the two major segments of Indian financial markets viz. Re/$ Exchange Rate and Nifty Index Stock Index using GARCH (p,q) methodology. The period of the study has been taken to be April 2007-March 2017 and the...

Persistent link: https://www.econbiz.de/10013242422

Asymmetry cointegration between the value of the dollar and sectoral stock indices in the U.S

Bahmani-Oskooee, Mohsen; Saha, Sujata - In: International review of economics & finance : IREF 46 (2016), pp. 78-86

Persistent link: https://www.econbiz.de/10011626711

Spillover effect of US dollar on the stock indices of BRICS

Naresh, G.; Vasudevan, Gopala; Mahalakshmi, S.; … - In: Research in international business and finance 44 (2018), pp. 359-368

Persistent link: https://www.econbiz.de/10011983060

Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019

Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194

Persistent link: https://www.econbiz.de/10014364640

Econometric analysis of the effect of energy prices on exchange rates during war period

Aslanova, Afaq; Mammadova, Simuzar - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 4, pp. 496-502

Persistent link: https://www.econbiz.de/10014373532

Improving volatility forecasts : evidence from range-based models

Fałdziński, Marcin; Fiszeder, Piotr; Molnár, Peter - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10014445632