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Exchange rate comovements, hedging and volatility spillovers on new EU forex markets

Kočenda, Evžen; Moravcová, Michala - In: Journal of international financial markets, … 58 (2019), pp. 42-64

Persistent link: https://www.econbiz.de/10012127823

How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies

Wang, Xinyu; Qi, Zikang; Huang, Jianglu - In: Economic modelling 120 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014383984

Structural change in the correlation, return and volatility spillovers : evidence from the oil, stock and exchange rate markets in the United States

Su, Jung-bin - In: Economic research 35 (2022) 1,6, pp. 6918-6944

Persistent link: https://www.econbiz.de/10014428554

The impact of financial globalization on output volatility : panel data evidence for Asian countries

Awan, Asma; Asghar, Nabila; Rehman, Hafeez Ur - In: Pakistan journal of commerce and social sciences 15 (2021) 1, pp. 213-239

This study is an endeavor to empirically examine the long run impact of financial globalization on output volatility in … for estimation purpose. The results of the study reveal that in overall Asia and Central Asia, financial globalization has … emerged as a significant and positive long run determinant of output volatility, whereas insignificance of financial …

Persistent link: https://www.econbiz.de/10012507135

Safe haven currency and market uncertainty : yen, renminbi, dollar, and alternatives

Masujima, Yuki - 2017

Persistent link: https://www.econbiz.de/10012132186

Does uncertainty promote exchange rate volatility? : global evidence

Aftab, Muhammad; Naeem, Maham; Ṭāhir, Muḥammad; … - In: Studies in economics and finance 41 (2024) 1, pp. 177-191

Persistent link: https://www.econbiz.de/10014467196

Inflation risk, exchange rate risk, and asset returns : evidence from Korea, Malaysia, and Taiwan

Saleem, Kashif - In: The journal of applied business research 29 (2013) 4, pp. 1209-1221

Persistent link: https://www.econbiz.de/10009777588

Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Hum, … - In: Applied financial economics 21 (2011) 13/15, pp. 997-1003

Persistent link: https://www.econbiz.de/10009317447

The global financial crisis and the integration of emerging stock markets in Asia

Kang, Sang Hoon; Yoon, Seong-min - In: Dae oe gyeong je yeon gu 15 (2011) 4, pp. 49-73

Persistent link: https://www.econbiz.de/10009426743

Asymmetric impact of COVID-19 induced uncertainty on inbound Chinese tourists in Australia: insights from nonlinear ARDL model

Ghosh, Sudeshna - In: Quantitative finance and economics 4 (2020) 2, pp. 343-364

Persistent link: https://www.econbiz.de/10012271406