Similar Search Results

Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets

Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67

Persistent link: https://www.econbiz.de/10011813162

Financial Contagion and Volatility Spillover : an exploration into Bitcoin Future and FOREX Future Markets

Tsiaras, Konstantinos - 2021

This paper examines the time-varying conditional correlations between Bitcoin future market and five FOREX future markets. A sixvariate dynamic conditional correlation (DCC) GARCH model is applied in order to capture potential contagion effects between the markets for the period 2017-2019....

Persistent link: https://www.econbiz.de/10013228878

Contagion in futures FOREX markets for the post-Global Financial Crisis : A multivariate FIGARCH-cDCC approach

Tsiaras, Konstantinos - 2021

This paper seeks to investigate the time-varying conditional correlations to the futures FOREX market returns. We employ a dynamic conditional correlation (DCC) Generalized ARCH (GARCH) model to find potential contagion effects among the markets. The under investigation period is 2014-2019. We...

Persistent link: https://www.econbiz.de/10013228881

Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets

Mateus, Cesario; Bagirov, Miramir; Mateus, Irina Bezhentseva - In: International review of finance : the official journal … 24 (2024) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10014507516

Dependence and contagion between Vietnamese and major East Asian stock markets

Nguyen Van Chien; Nguyen Thu Thuy - In: International journal of management practice : IJMP 15 (2022) 4, pp. 445-459

Persistent link: https://www.econbiz.de/10013415125

The IMF and East Asia : a changing regional financial architecture

De Brouwer, Gordon J. - 2007

Persistent link: https://www.econbiz.de/10003517561

The International Monetary Fund, the World Bank and financial stability : the case of Russian and East Asian financial crises

Valvi, Aikaterini; Fragkos, Konstantinos C.; Frangos, … - In: Journal of economics studies and research : JESR 2012 (2012), pp. 1-26

Persistent link: https://www.econbiz.de/10009569456

Investor wealth, the IMF, and the Asian crisis

Kutan, Ali Mustafa; Muradoğlu, Gülnur - In: International review of financial analysis 33 (2014), pp. 130-137

Persistent link: https://www.econbiz.de/10010520064

From the Chiang Mai Initiative to an Asian Monetary Fund

Kawai, Masahiro - 2015

Following the 1997-1998 Asian financial crisis, financial authorities in ASEAN+3 embarked on several new initiatives for East Asia's financial cooperation, including: (i) regional economic surveillance led by the Economic Review and Policy Dialogue (ERPD); (ii) a regional liquidity support...

Persistent link: https://www.econbiz.de/10010526534

Does East Asia have a working financial safety net?

Menon, Jayant; Hill, Hal - In: Asian economic journal : journal of the East Asian … 28 (2014) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10010356817