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Volatility and asymmetry of the USD/GHS exchange rate : monetary policy implications in Ghana

Akosah, Nana Kwame - In: Ghanaian journal of economics : GJE ; a journal of the … 2 (2014), pp. 154-175

Persistent link: https://www.econbiz.de/10011455150

The effect of financial and macroeconomic factors on the oil market

Sariannidis, Nikolaos; Galyfianakis, Georgios; … - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 4, pp. 1084-1091

Persistent link: https://www.econbiz.de/10011456477

Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil

Ely, Regis Augusto - In: Latin American business review : journal of the … 16 (2015) 4, pp. 305-325

Persistent link: https://www.econbiz.de/10011458821

The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets

Karfakis, Costas I.; Panagiōtidēs, Theodōros - In: Empirica : journal of european economics 42 (2015) 4, pp. 795-811

Persistent link: https://www.econbiz.de/10011485673

Determinants of the CNY/USD exchange rate : a simultaneous-equation model

Hsing, Yu - In: International journal of monetary economics and finance 8 (2015) 3, pp. 274-281

Persistent link: https://www.econbiz.de/10011502648

Quantitative comparisons on the intrinsic features of foreign exchange rates between the 1920s and the 2010s : case of the USD-GBP exchange rate

Han, Young Wook - In: East Asian economic review 20 (2016) 3, pp. 365-390

Persistent link: https://www.econbiz.de/10011556212

The economic value of volatility timing with realized jumps

Nolte, Ingmar; Xu, Qi - In: Journal of empirical finance 34 (2015), pp. 45-59

Persistent link: https://www.econbiz.de/10011556992

Value-at-risk estimation of foreign exchange rate risk in India

Swami, Onkar Shivraj; Pandey, Santosh Kumar; Pancholy, … - In: Asia-Pacific journal of management research and … 12 (2016) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10011559372

Performance of Islamic and conventional stock indices : empirical evidence from an emerging economy

Rana, Md. Ejaz; Akhter, Waheed - In: Financial innovation : FIN 1 (2015) 15, pp. 1-17

constancy assumption of classical linear regression (CLRM) model and allows exchange rate and interest rate volatility to evolve … conventional stock indices. Results: The findings show positive and statistically significant effect of interest rate volatility on … KSE-100, whereas KMI-30 remains unaffected by the same. Exchange rate volatility is found to be significant for both …

Persistent link: https://www.econbiz.de/10011541805

A panel-regressions investigation of exchange rate volatility

Grossmann, Axel; Orlov, Alexei G. - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 303-326

Persistent link: https://www.econbiz.de/10010471892