Similar Search Results

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

Foreign exchange market structure and exchange rate volatility in Bangladesh

Yousuf, Md.; Hossain, Md. Sakawat; Salahuddin Naser, Mahmud - 2020

Persistent link: https://www.econbiz.de/10012384000

Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach

Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - In: Research in international business and finance 47 (2019), pp. 251-263

Persistent link: https://www.econbiz.de/10012135731

Day-of-the-week effect of major currency pairs : new evidences from investors' fear gauge

Singh, Vipul Kumar - In: The journal of asset management 20 (2019) 7, pp. 493-507

Persistent link: https://www.econbiz.de/10012155317

Volatility spillover effects between stock prices and exchange rates in emerging economies : evidence from Turkey

Mwambuli, Erick Lusekelo; Zhang, Xianzhi; Kisava, Zakayo S. - In: Business and Economic Research : BER 6 (2016) 2, pp. 343-359

Persistent link: https://www.econbiz.de/10011590052

Correlations, return and volatility spillovers in Indian exchange rates

Kumar, Dilip - In: Global business review 15 (2014) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10010384952

A study of volatility spillover across select foreign exchange rates in India using dynamic conditional correlations

Patnaik, Anuradha - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 28-47

Persistent link: https://www.econbiz.de/10010338354

Return, volatility and risk spillover from oil prices and the US dollar exchange rate to the Indian industrial sectors

Kumar, Dilip; Maheswaran, S. - In: Margin: the journal of applied economic research 7 (2013) 1, pp. 61-91

Persistent link: https://www.econbiz.de/10009738171

Analysis of Volatility Spill Over between Oil Price and Exchange Rate in India : GARCH Approach

Mishra, Shekhar - 2017

The present paper endeavours to analyse the volatility spill over between crude oil price and exchange rate for India … Rupee against U.S. Dollar, Generalised Autoregressive Conditional Heteroskedasticity (GARCH) and Exponential Generalised … Autoregressive Conditional Heteroskedasticity (EGARCH) models have been employed. The analysis reveals that an increase in oil price …

Persistent link: https://www.econbiz.de/10012966529

Return and volatility spillover effects between the INR-USD exchange rate and BSE SENSEX

Shadab, Abdullah; Sinha, Amit - In: Finance India : the quarterly journal of Indian … 36 (2022) 3, pp. 995-1008

Persistent link: https://www.econbiz.de/10013477579