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51
Dynamic responses of energy prices to oil price shocks
Miller, Tom W.
- In:
Managerial finance
49
(
2023
)
2
,
pp. 357-377
Persistent link: https://www.econbiz.de/10013503874
Saved in:
52
The effect of market shocks on the
volatility
of corn price
Bridges, Deborah
;
Tenkorang, Frank
;
Nies, Greg
- In:
The review of economic and business studies : REBS
16
(
2023
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10014529403
Saved in:
53
Does VIX or volume improve
GARCH
volatility
forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
54
Causality and
volatility
patterns between gold prices and exchange rates
Beckmann, Joscha
;
Czudaj, Robert
;
Pilbeam, Keith
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 292-300
Persistent link: https://www.econbiz.de/10011540003
Saved in:
55
GARCH
-based versus traditional measures of exchange-rate
volatility
: evidence from Korean industry trade
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
;
Hegerty, Scott W.
- In:
International journal of trade and global markets
9
(
2016
)
2
,
pp. 103-136
Persistent link: https://www.econbiz.de/10011548174
Saved in:
56
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
Saved in:
57
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
Saved in:
58
Modelling the oil price-exchange rate nexus for South Africa
Fowowe, Babajide
- In:
International economics : a journal published by CEPII …
140
(
2014
),
pp. 36-48
Persistent link: https://www.econbiz.de/10011525247
Saved in:
59
Value-at-risk estimation with the Carr-Geman-Madan-Yor process : an empirical study on foreign exchange rates
Choi, Sun-Yong
- In:
The journal of risk model validation
10
(
2016
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011527478
Saved in:
60
Proximity-structured multivariate
volatility
models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
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