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Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis
Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352
Persistent link: https://www.econbiz.de/10009615550
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Tracing the genesis of contagion in the oil-finance nexus
Mahadeo, Scott M. R.; Heinlein, Reinhold; Legrenzi, … - 2019
A new procedure to trace the sources of contagion in the oil-finance nexus is proposed. We do this by consolidating veteran rules derived from the empirical oil literature to filter oil supply, global demand, and oil demand shocks into discrete typical and extreme conditions. We show how these...
Persistent link: https://www.econbiz.de/10012120201
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Investigating contagion effect of the recent Turkey currency crisis
Narinder Pal Singh; Dsouza, Suzan - In: International journal of monetary economics and finance … 15 (2022) 2, pp. 118-137
Persistent link: https://www.econbiz.de/10013414875
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The comovement between exchange rates and stock prices in the Asian emerging markets
Lin, Chien-hsiu - In: International review of economics & finance : IREF 22 (2012) 1, pp. 161-172
Persistent link: https://www.econbiz.de/10009618686
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The relationship between stock prices and exchange rates in Asian markets : a wavelet based correlation and quantile regression approach
Dar, Arif Billah; Shah, Aasif; Bhanja, Niyati; … - In: South Asian journal of global business research : … 3 (2014) 2, pp. 209-224
Persistent link: https://www.econbiz.de/10010405645
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The role of China in Asian monetary intergration
Wang, Shin-Huei; Hsiao, Cheng - In: The Chinese economy 43 (2010) 6, pp. 22-33
Persistent link: https://www.econbiz.de/10009297648
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The Relationship between Stock Price Index and Exchange Rate in Asian Markets : A Wavelet Based Correlation and Quantile Regression Approach
Dar, Arif Billah - 2013
index and exchange rate. We apply simple correlation and wavelet based correlation and in accordance with the portfolio … correlation grows stronger with higher time scales. We further apply quantile regression to observe the various relationships … in the relation of these two markets in Asia, which indicates that the negative relation is asymmetric across different …
Persistent link: https://www.econbiz.de/10013082971
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Co-movements and volatility spillover in Asian Forex Market : a multivariate GARCH and MRA approach
Bhandari, Avishek; Yazir P.; Hafsal K. - In: The empirical economics letters : a monthly … 15 (2016) 4, pp. 391-404
Persistent link: https://www.econbiz.de/10011580972
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Construction of a composite index : methodological issue in measuring Asian financial crisis
Murthy, K. V. Bhanu; Kalsie, Anjala - In: Business analyst : a refereed journal of Shri Ram … 35 (2014) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10011343177