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An empirical analysis of exchange rate volatility in India during COVID-19 pandemic and Russia-Ukraine war

Kumar, Shanu - In: Mudra : journal of finance and accounting 11 (2024) 1, pp. 85-103

Persistent link: https://www.econbiz.de/10015063490

The effect of a transaction tax on exchange rate volatility

Lanne, Markku; Vesala, Timo - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 123-133

Persistent link: https://www.econbiz.de/10008702361

Testing for long memory in volatility in the Indian Forex market

Kumar, Anoop S. - In: Economic annals 59 (2014) 203, pp. 75-90

Persistent link: https://www.econbiz.de/10010510863

On the issue of currency internationalisation - South Korean won

Kim, Jaemin - In: International journal of economics and business research 9 (2015) 2, pp. 233-244

Persistent link: https://www.econbiz.de/10011346654

Volatility transmission between stock market and foreign exchange returns : evidence from Botswana, Kenya and South Africa

Braha, Emmanuel Anoruo Habtu - In: African journal of business and economic research : AJBER 6 (2011) 2/3, pp. 73-91

Persistent link: https://www.econbiz.de/10009707921

The relevance of accuracy for the impact of macroeconomic news on exchange rate volatility

Laakkonen, Helinä; Lanne, Markku - In: International journal of finance & economics : IJFE 18 (2013) 4, pp. 339-351

Persistent link: https://www.econbiz.de/10010355971

Noise trades and foreign exchange volatility

Ben Omrane, Walid - In: International journal of bonds and derivatives 1 (2013) 1, pp. 30-53

Persistent link: https://www.econbiz.de/10010338911

Effects of the trilemma policies on inflation, growth and volatility in Norway

Hsing, Yu - In: International journal of economics and business research 6 (2013) 4, pp. 411-418

Persistent link: https://www.econbiz.de/10010349073

Exchange rate uncertainty and FDI inflows : the case of Turkey

Polat, Burçak; Payaslıoğlu, Cem - In: Asia-Pacific journal of accounting & economics : APJAE 23 (2016) 1, pp. 112-129

Persistent link: https://www.econbiz.de/10011437715

Empirical model for forecasting exchange rate dynamics : the GO-GARCH approach

Isenah, Godknows M.; Olubusoye, Olusanya E. - In: CBN journal of applied statistics 7 (2016) 1, pp. 179-208

The study aimed at determining a set of superior generalized orthogonal-GARCH (GO-GARCH) models for forecasting time-varying conditional correlations and variances of five foreign exchange rates vis-à-vis the Nigerian Naira. Daily data covering the period 02/01/2009 to 19/03/2015 was used, and...

Persistent link: https://www.econbiz.de/10011534717