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The dynamic linkages among gold prices, stock prices, the exchange rate and interest rate in South Africa

Ndlovu, Thabang; Ndlovu, Nozibusiso Mavuso - In: Journal of Economics and Financial Analysis 8 (2024) 1, pp. 35-56

Persistent link: https://www.econbiz.de/10014486916

Interest rate derivatives for the fractional Cox-Ingersoll-Ross model

Bishwal, Jaya Prakasah Narayan - In: Algorithmic finance 10 (2023) 1/2, pp. 53-66

Persistent link: https://www.econbiz.de/10014474576

Asymmetric response of Investor sentiment to economic policy uncertainty, interest rates and oil price uncertainty : evidence from OECD countries

Guenich, Hassen; Hamdi, Khalfaoui; Chouaibi, Néjib - In: Cogent economics & finance 10 (2022) 1, pp. 1-18

The question of the economic policy uncertainty, interest rate and oil price volatility and their effects on investor … sentiment in the short and long run. Indeed, when occurring volatility of these variables, investors will certainly adopt …

Persistent link: https://www.econbiz.de/10014500444

Forward-backward-looking monetary policy rules : derivation and empirics

Rashid, Abdul; Waheed, Farah - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10012587116

Inflation and risky investments

Laurila, Hannu; Ilomäki, Jukka - In: Journal of risk and financial management : JRFM 13 (2020) 12/329, pp. 1-10

The paper uses a Walrasian two-period financial market model with informed and uninformed constant absolute risk averse (CARA) rational investors and noise traders. The investors allocate their initial wealth between risky assets and risk-free fiat money. The analysis concentrates on the effects...

Persistent link: https://www.econbiz.de/10012403996

Volatility integration of crude oil, gold, and interest rates on the exchange rate : DCC GARCH and BEKK GARCH applications

Rastogi, Shailesh; Kanoujiya, Jagjeevan; Doifode, Adesh - In: Cogent business & management 11 (2024) 1, pp. 1-17

conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily … theories of market connectivity. The results are as expected (from the previous literature) for conditional volatility, whereas … findings regarding volatility spillover effects (VSE) and are surprising. The findings of the study imply the separation of …

Persistent link: https://www.econbiz.de/10014543455