Similar Search Results

Predicting exchange rate volatility in Brazil : an approach using quantile autoregression

Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - 2017

Persistent link: https://www.econbiz.de/10011944952

Currency order flow and exchange rate determination : empirical evidence from the Malaysian foreign exchange market

Anifowose Daniel Abolaji; Izlin Ismail; Mohd Edil Abd Sukor - In: Global business review 19 (2018) 4, pp. 902-920

Persistent link: https://www.econbiz.de/10011915059

A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform

Firouzi, Shahrokh; Wang, Xiangning - In: Economic modelling 82 (2019), pp. 42-56

Persistent link: https://www.econbiz.de/10012202269

Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data

Bargigli, Leonardo; Cifarelli, Giulio - 2020

Persistent link: https://www.econbiz.de/10012211762

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

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