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Structural change in time series of the exchange rates between yen-dollar and yen-euro in 2001 - 2004

Obara, Takashi - In: International journal of applied econometrics and … 1 (2004) 3, pp. 61-74

Persistent link: https://www.econbiz.de/10003625326

Analysis of the Intraday Effects of Economic Releases on the, Currency Market

Rezania, Omid; Račev, Svetlozar T.; Sun, Edward; … - 2010

Using four years of second-by-second executed trade data, we study the intraday effects of a representative group of scheduled economic releases on three exchange rates: EUR/$, JPY/$ and GBP/$. Using wavelets to analyze volatility behavior, we empirically show that intraday volatility clusters...

Persistent link: https://www.econbiz.de/10008654275

Exchange return co-movements and volatility spillovers before and after the introduction of euro

Antonakakis, Nikolaos - 2012

Persistent link: https://www.econbiz.de/10009559164

Modeling exchange rate dependence dynamics at different time horizons

Dias, Alexandra; Embrechts, Paul - In: Journal of international money and finance 29 (2010) 8, pp. 1687-1705

Persistent link: https://www.econbiz.de/10009239631

Renminbi in the future international monetary system

Yeh, Kuo-chun - In: International review of economics & finance : IREF 21 (2012) 1, pp. 106-114

Persistent link: https://www.econbiz.de/10009428083

Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies

Allen, David E.; McAleer, Michael; Shelton, Peiris; … - 2015

Persistent link: https://www.econbiz.de/10011432736

Investigating intraday interdependence between gold, silver and three major currencies : the euro, British pound and Japanese yen

Papadamou, Stephanos; Markopoulos, Thomas - In: International advances in economic research : IAER ; an … 20 (2014) 4, pp. 399-410

Persistent link: https://www.econbiz.de/10010532659

Nonlinear time series and neural-network models of exchange rates between the US Dollar and major currencies

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - 2015

in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …

Persistent link: https://www.econbiz.de/10011378229

Exchange return co-movements and volatility spillovers before and after the introduction of euro

Antonakakis, Nikolaos - 2012

franc and the Japanese yen vis-à-vis the US dollar before and after the introduction of the euro. Based on dynamic …This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … with extreme economic episodes and, to a lower extend, with appreciations of the US dollar. Moreover, the euro (Deutsche …

Persistent link: https://www.econbiz.de/10011347744

The causal nexus between stock and foreign exchange markets in India

Sakthivel, P.; Kamaiah, Bandi - In: The Indian economic journal 59 (2011) 3, pp. 110-117

Persistent link: https://www.econbiz.de/10009748240