Similar Search Results

Three empirical essays on the informational content of financial prices

Bernoth, Kerstin - 2004

Persistent link: https://www.econbiz.de/10002524759

The forward market in the foreign exchange markets : volatility, forecasting ability, deviations from the covered interest rate parity and market efficiency

Chung, Chang K. - 1992

Persistent link: https://www.econbiz.de/10000909892

Variance bounds test of volatility expectations in eurodollar futures options markets

Kim, Kwanho; Poonvoralak, Wantanee - In: Global business and finance review 24 (2019) 2, pp. 20-32

Persistent link: https://www.econbiz.de/10012121276

Order flow and exchange rate dynamics : an application to emerging markets

Duffuor, Kwabena; Marsh, Ian; Phylaktis, Kate - In: International journal of finance & economics : IJFE 17 (2012) 3, pp. 290-304

Persistent link: https://www.econbiz.de/10009615676

Macroeconomic news surprises and volatility spillover in foreign exchange markets

Ben Omrane, Walid; Hafner, Christian M. - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 577-607

Persistent link: https://www.econbiz.de/10011292917

FX market volatility modelling : can we use low-frequency data?

Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012820071

Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility

Trivedi, Smita Roy; Apte, Prakash Gajanan - In: Asia-Pacific financial markets 23 (2016) 3, pp. 263-279

Persistent link: https://www.econbiz.de/10011619931

Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwe's chaotic exchange rate model

Mignot, Sarah; Westerhoff, Frank H. - 2023

volatility, fat-tailed return distributions, serially uncorrelated returns and volatility clustering. A stability and bifurcation …

Persistent link: https://www.econbiz.de/10014384489

Reaction of the USD/PLN currency pair exchange rate to the published macroeconomic data

Pasionek, Jolanta - In: Financial internet quarterly 19 (2023) 1, pp. 1-7

the United States for the short-term USD/PLN currency pair exchange rate volatility. The main purpose of the research was … to indicate what macroeconomic data is important for the short-term USD/PLN exchange rate volatility. The following … economy and second could greater USD/PLN exchange rate volatility be observed during the COVID pandemic and has the war in …

Persistent link: https://www.econbiz.de/10014281308

Volatility spillover effect between stock and exchange rate in oil exporting countries

Mikhaylov, Alexey Yurievich - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 321-326

Persistent link: https://www.econbiz.de/10011881390