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Assessing the impacts of economic policy uncertainty of the US on the exchange rates and stock returns of Korea, Mexico, Poland and Russia

Ozcelebi, Oguzhan; Izgi, Mehmet Tevfik - In: Eastern European economics : EEE 61 (2023) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10013484828

The impact of financial stress on gold, currency and stock markets in Iran : time-varying Granger-causality approach

Rezazadeh, Ali; Mohseninia, Roghayeh - In: Iranian journal of economic studies : IJES 10 (2021) 2, pp. 365-390

Persistent link: https://www.econbiz.de/10013364185

Inflation volatility, monetary policy, and exchange-rate regimes in Central and Eastern Europe : evidence from parametric and nonparametric analyses

Hegerty, Scott W. - In: Eastern European economics 55 (2017) 1, pp. 70-90

Persistent link: https://www.econbiz.de/10011787665

Are stock markets in Asia related to carry trade?

Fung, Hung-gay; Tse, Yiuman; Zhao, Lin - In: Pacific-Basin finance journal 25 (2013), pp. 200-216

Persistent link: https://www.econbiz.de/10010346745

Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market

Engle, Robert F.; Itō, Takatoshi; Lin, Wen-ling - 1988

Persistent link: https://www.econbiz.de/10000133228

Modelling volatility in the foreign exchange market with ARCH processes

Fell, John P. C. - 1994

Persistent link: https://www.econbiz.de/10000898898

Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market

Engle, Robert F.; Itō, Takatoshi; Lin, Wen-ling Tsai - 1988

Persistent link: https://www.econbiz.de/10000757954

Volume and volatility in the FX-market : does it matter who you are?

Bjønnes, Geir H.; Rime, Dagfinn; Solheim, Haakon - 2002

The relationship between volume and volatility has received much attention in the the literature of financial markets … the impact of volume on volatility in the the FX-market using a unique data set of daily trading in the Swedish krona (SEK … depict a positive correlation with volatility. However, the strength of the relationship depends on the instrument used and …

Persistent link: https://www.econbiz.de/10011539127

Can implied volatility predict returns on the currency carry trade?

Egbers, Tom; Swinkels, Laurens - In: Journal of banking & finance 59 (2015), pp. 14-26

Persistent link: https://www.econbiz.de/10011544270

Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37

Persistent link: https://www.econbiz.de/10011478085