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Unanticipated monetary shocks...
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111
Volatility
forecasting performance of two-scale realized
volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
112
Effects of
volatility
shocks on the dynamic linkages between exchange rate, interest rate and the stock market : the case of Turkey
Sensoy, Ahmet
;
Sobaci, Cihat
- In:
Economic modelling
43
(
2014
),
pp. 448-457
Persistent link: https://www.econbiz.de/10010503016
Saved in:
113
An empirical analysis of currency volatilities during the recent global financial crisis
Ozer-Imer, Itir
;
Ozkan, Ibrahim
- In:
Economic modelling
43
(
2014
),
pp. 394-406
Persistent link: https://www.econbiz.de/10010503043
Saved in:
114
The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series
Sen, Chitrakalpa
;
Chakrabarti, Gagari
- In:
Decision
41
(
2014
)
4
,
pp. 399-410
Persistent link: https://www.econbiz.de/10010483861
Saved in:
115
Multivariate
volatility
models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Multivariate
Volatility
Models belong to the class of nonlinear models for financial data. Here we want to focus on …
Persistent link: https://www.econbiz.de/10009615423
Saved in:
116
The Indian exchange rate and Central Bank action : an EGARCH analysis
Goyal, Ashima
;
Arora, Sanchit
- In:
Journal of Asian economics
23
(
2012
)
1
,
pp. 60-72
Persistent link: https://www.econbiz.de/10009703198
Saved in:
117
Estimation
of exchange rate
volatility
via GARCH model case study Sudan : (1978 - 2009)
Arabi, Khalafalla Ahmed Mohamed
- In:
International journal of economics and finance
4
(
2012
)
11
,
pp. 183-192
-- Current account ; GARCH ; money supply ; prices ; risk ; leverage ;
volatility
…
Persistent link: https://www.econbiz.de/10009673037
Saved in:
118
Linkages between Thai stock and foreign exchange markets under the floating regime
Jiranyakul, Komain
- In:
Journal of financial economic policy
4
(
2012
)
4
,
pp. 305-319
Persistent link: https://www.econbiz.de/10009674900
Saved in:
119
Conditional
volatility
and distribution of exchange rates : GARCH and FIGARCH models with NIG distribution
Kiliç, Rehim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513025
Saved in:
120
Financial crisis and financial market
volatility
spill-over
Saha, Soumya
;
Chakrabarti, Gagari
- In:
The international journal of applied economics and finance
5
(
2011
)
3
,
pp. 185-199
Persistent link: https://www.econbiz.de/10009387368
Saved in:
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