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Exchange rate and oil price interactions in selected CEE countries

Drachal, Krzysztof - In: Economies : open access journal 6 (2018) 2, pp. 1-21

This paper reports a study on the causal dynamics between spot oil price, exchange rates, and stock prices in Poland, the Czech Republic, Hungary, Romania, and Serbia. The results are compared with a benchmark analysis in which U.S. monthly data are used, and time periods are selected according...

Persistent link: https://www.econbiz.de/10011854772

Spillover effects between stock prices and exchange rates for the Central and Eastern European countries

Ngo Thai Hung - In: Global business review 23 (2022) 2, pp. 259-286

Persistent link: https://www.econbiz.de/10013256834

Volatility spillover in the foreign exchange market : the Indian experience

Ghosh, Saurabh - In: Macroeconomics and finance in emerging market economies 7 (2014) 1, pp. 175-194

Persistent link: https://www.econbiz.de/10010339176

Exchange return co-movements and volatility spillovers before and after the introduction of euro

Antonakakis, Nikolaos - 2012

This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … significant co-movements and volatility spillovers across the four exchange returns, but their extend is, on average, lower in the … latter period. Return co-movements and volatility spillovers show large variability though, and are positively associated …

Persistent link: https://www.econbiz.de/10011347744

Modeling and forecasting realized volatilities of Korean financial assets featuring long memory and asymmetry

Park, Soyoung; Shin, Dong-wan - In: Asia-Pacific journal of financial studies 43 (2014) 1, pp. 31-58

Persistent link: https://www.econbiz.de/10010348459

An empirical analysis of currency volatilities during the recent global financial crisis

Ozer-Imer, Itir; Ozkan, Ibrahim - In: Economic modelling 43 (2014), pp. 394-406

Persistent link: https://www.econbiz.de/10010503043

Linkages between Thai stock and foreign exchange markets under the floating regime

Jiranyakul, Komain - In: Journal of financial economic policy 4 (2012) 4, pp. 305-319

Persistent link: https://www.econbiz.de/10009674900

Macroeconomic news surprises and volatility spillover in foreign exchange markets

Ben Omrane, Walid; Hafner, Christian M. - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 577-607

Persistent link: https://www.econbiz.de/10011292917

Impact of stock market trading on currency market volatility spillovers

Baklaci, Hasan Fehmi; Aydoğan, Berna; Yelkenci, Tezer - In: Research in international business and finance 52 (2020), pp. 1-27

Persistent link: https://www.econbiz.de/10012548558

Causality and dynamic spillovers among cryptocurrencies and currency markets

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2026-2040

Persistent link: https://www.econbiz.de/10013184641

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