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The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
Ederington, Louis H.; Guan, Wei - In: Journal of banking & finance 37 (2013) 9, pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417
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Forecasting exchange rate volatility : the superior performance of conditional combinations of time series and option implied forecasts
Benavides, Guillermo; Capistrán Carmona, Carlos - In: Journal of empirical finance 19 (2012) 5, pp. 627-639
Persistent link: https://www.econbiz.de/10009700616
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The persistency of correlation between currency futures : a macro perspective
Zheng, Yao; Osmer, Eric; Liu, Jiashun - In: International journal of economics and finance 6 (2014) 5, pp. 17-25
Persistent link: https://www.econbiz.de/10010363601
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The effectiveness of forex interventions in four Latin American countries
Broto, Carmen - In: Emerging markets review 17 (2013), pp. 224-240
Persistent link: https://www.econbiz.de/10010243079
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Asymmetric cross-market volatility spillovers : evidence from Indian equity and foreign exchange markets
Panda, Pradiptarathi; Deo, Malabika - In: Decision 41 (2014) 3, pp. 261-270
Persistent link: https://www.econbiz.de/10010412792
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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
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Impact of exchange rate fluctuations on US stock market returns
Bhargava, Vivek; Konku, Daniel - In: Managerial finance 49 (2023) 10, pp. 1535-1557
Persistent link: https://www.econbiz.de/10014428700
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Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan; Malik, Farooq - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
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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
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Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan - In: Journal of economics and finance 43 (2019) 4, pp. 750-763
Persistent link: https://www.econbiz.de/10012385205