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Monetary shocks, equity returns and volatility : a firm-level panel data analysis

Luo, H. Arthur; Cheng, Jen-chi; Vijverberg, Chu-ping C. - In: Applied economics 48 (2016) 4/6, pp. 261-275

Persistent link: https://www.econbiz.de/10011412709

Improving volatility forecasts : evidence from range-based models

Fałdziński, Marcin; Fiszeder, Piotr; Molnár, Peter - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10014445632

The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets

Karfakis, Costas I.; Panagiōtidēs, Theodōros - In: Empirica : journal of european economics 42 (2015) 4, pp. 795-811

Persistent link: https://www.econbiz.de/10011485673

Determinants of the CNY/USD exchange rate : a simultaneous-equation model

Hsing, Yu - In: International journal of monetary economics and finance 8 (2015) 3, pp. 274-281

Persistent link: https://www.econbiz.de/10011502648

Reactions of stock market to monetary policy shocks during the global financial crisis : the Nigerian case

Aliyu, Shehu U. R. - In: CBN journal of applied statistics 3 (2012) 1, pp. 17-41

GARCH by developed Engle and Bollerslev (1986) and EGARCH by Nelson (1991) methodologies, the paper empirically assessed the … hypothesis (REH). Lucas (1972) postulated that only the unanticipated monetary shock influences real economic activity. Using the …

Persistent link: https://www.econbiz.de/10011477172

Reserve options mechanism : the new monetary policy tool of CBRT and its effect on exchange rate volatility

Gok, Ibrahim Yasar - In: International journal of business and economic sciences … 9 (2016) 3, pp. 50-54

volatility are analyzed by applying GARCH (1,1) model and using the data for the period 09.30.2011- 06.03.2016. Findings – It is … this study, it is aimed to examine the effect of the ROM on USD/TL exchange rate volatility. Design … found that the ROM significantly decreases the exchange rate volatility, which indicates the effectiveness of the ROM. The …

Persistent link: https://www.econbiz.de/10011593647

Foreign exchange and global monetary shocks : the asymmetric effects of advanced economies' quantitative easing on exchange rate volatility in emerging markets

Keefe, Helena Glebocki; Saha, Sujata - In: International economic journal 36 (2022) 3, pp. 339-361

Persistent link: https://www.econbiz.de/10013418902

Exchange rate volatility and US commodity trade with the rest of the world

Bahmani-Oskooee, Mohsen; Ardalani, Zohre; Bolhasani, Marzieh - In: International review of applied economics 24 (2010) 5, pp. 511-532

Persistent link: https://www.econbiz.de/10008822753

Exchange rate volatility and imports demand for the Islamic Republic of Iran

Naghshpour, Shahdad - In: International journal of trade and global markets 7 (2014) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10010530871

Effect of exchange rate volatility on tax revenue performance in sub-Saharan Africa

Ofori, Isaac Kwesi; Obeng, Camara Kwasi; Mwinlaaru, Peter Y. - 2021

policymakers in terms of its impact on tax revenue performance is exchange rate volatility. Using macrodata spanning 1984 to 2017 … exchange rate volatility is directly harmful to tax revenue performance, and indirectly through trade openness. …

Persistent link: https://www.econbiz.de/10012544816