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Extreme co-movements and dependencies in volatility of exchange rate among US dollar and emerging currencies : a GAS-GARCH-student-t model

Sy, Aida; Derbali, Abdelkader; Ayeche, Manel Ben - In: African journal of accounting, auditing and finance : AJAAF 4 (2015) 3, pp. 246-272

Persistent link: https://www.econbiz.de/10011513939

The volatility of exchange rate between the US dollar and African emerging currencies : analysing by GAS-GARCH-Student-t model

Derbali, Abdelkader; Sy, Aida - In: International journal of critical accounting : IJCA 8 (2016) 2, pp. 132-143

Persistent link: https://www.econbiz.de/10011644461

Asymmetric effects of exchange rate volatility on trade flows in BRICS economies

Anyikwa, Izunna; Domela, Lehlohonolo - In: Journal for studies in economics and econometrics : SEE 46 (2022) 3, pp. 224-247

Persistent link: https://www.econbiz.de/10013482403

Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model

Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1841-1856

Persistent link: https://www.econbiz.de/10012210912

The impact of monetary regime on the exchange rate pass-through under exchange rate volatility : dynamic panel data approach

Kazerooni, Ali Reza; Salmani, Behzad; Feshari, Majid - In: Iranian economic review : journal of University of Tehran 17 (2013) 2, pp. 34-50

Persistent link: https://www.econbiz.de/10010243185

A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements

Salisu, Afees A.; Isah, Kazeem; Ogbonnaya-Orji, Nnenna - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1220-1239

Persistent link: https://www.econbiz.de/10012815021

Does economic policy uncertainty explain exchange rate movements in the economic community of West African States (ECOWAS) : a panel ARDL approach

Korley, Maud; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-22

foreign EPU affect exchange rates for a panel of 12 ECOWAS countries covering the period 1996-2018. In order to account for … non-stationarity, cross-sectional dependence, and heterogeneity, the paper employs the dynamic heterogeneous panel …

Persistent link: https://www.econbiz.de/10014484230

Capital-flow volatility in emerging markets : a panel GARCH approach

Kaya, Ahmet Ihsan; Erden, Lutfi - In: International finance : the only journal bridging the … 26 (2023) 2, pp. 172-188

Persistent link: https://www.econbiz.de/10014326572

On equilibrium exchange rates : is emerging Asia different?

López-Villavicencio, Antonia; Mignon, Valérie - 2009

Persistent link: https://www.econbiz.de/10003928008

In defense of early warning signals

Bussière, Matthieu - 2013

Persistent link: https://www.econbiz.de/10009713746