Similar Search Results

Return linkages and volatility spillover effect between stock markets and currency markets : Evidence from India

Sharma, Gagan Deep; Mishra, Namish - In: Review of market integration 7 (2015) 3, pp. 175-197

Persistent link: https://www.econbiz.de/10012625051

Contagion across financial markets during COVID-19 : a look at volatility spillovers between the stock and foreign exchange markets in South Africa

Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - In: Annals of financial economics 17 (2022) 1, pp. 1-46

Persistent link: https://www.econbiz.de/10013189116

The frequency of one-day abnormal returns and price fluctuations in the FOREX

Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - In: Journal of applied economics 24 (2021) 1, pp. 401-415

This paper analyses the explanatory power of the frequency of abnormal returns in the FOREX over the period 1994-2019. The following hypotheses are tested: frequency of abnormal returns is asignificant driver of price movements (H1); it does not exhibit seasonal patterns (H2); it is stable over...

Persistent link: https://www.econbiz.de/10013174306

On the predictability of the distribution of excess returns in currency markets

Cho, Dooyeon - In: International journal of forecasting 37 (2021) 2, pp. 511-530

Persistent link: https://www.econbiz.de/10012792849

Predictability of currency carry trades and asset pricing implications

Bakshi, Gurdip S.; Panayotov, George - In: Journal of financial economics 110 (2013) 1, pp. 139-163

Persistent link: https://www.econbiz.de/10010207758

Portfolio reallocation and exchange rate dynamics

Ding, Liang; Ma, Jun - In: Journal of banking & finance 37 (2013) 8, pp. 3100-3124

Persistent link: https://www.econbiz.de/10009777107

Global volatility and forex returns in East Asia

Kalra, Sanjay - In: International review of finance 11 (2011) 3, pp. 303-324

Persistent link: https://www.econbiz.de/10009349106

Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain

Warshaw, Evan - In: International review of economics & finance : IREF 68 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012486281

Does currency smirk predict foreign exchange return?

Hoque, Ariful; Le, Thi; Hassan, Kamrul - In: Investment management and financial innovations 17 (2020) 3, pp. 219-230

Persistent link: https://www.econbiz.de/10012406053

Intraday effect of news on emerging European forex markets : an event study analysis

Kočenda, Evžen; Moravcová, Michala - 2018

We analyze the impact of Eurozone/Germany and U.S. macroeconomic news announcements and the communication of the …

Persistent link: https://www.econbiz.de/10011902959