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Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil
Ely, Regis Augusto - In: Latin American business review : journal of the … 16 (2015) 4, pp. 305-325
Persistent link: https://www.econbiz.de/10011458821
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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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Option-implied volatility spillover indices for FX risk factors
Grobys, Klaus; Heinonen, Jari-Pekka - In: Economics letters 157 (2017), pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
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Contagion across exchange rates : new evidence on the role of information spillovers and eight major exchange rates
Apergēs, Nikolaos; Christou, Christina - In: Journal of economic studies 44 (2017) 1, pp. 24-35
Persistent link: https://www.econbiz.de/10011757020
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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
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Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan - In: International review of economics & finance : IREF 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
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Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
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Crude oil, stock market, and foreign exchange return volatility and spillover : a GARCH DCC analysis of Indian and Japanese financial market
Mishra, Amritkant - In: International journal of business innovation and research 20 (2019) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10012144491
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Day-of-the-week effect of major currency pairs : new evidences from investors' fear gauge
Singh, Vipul Kumar - In: The journal of asset management 20 (2019) 7, pp. 493-507
Persistent link: https://www.econbiz.de/10012155317
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Return and volatility spillover between stock price and exchange rate : Indian evidence
Majumder, Sayantan Bandhu; Nag, Ranjanendra Narayan - In: International journal of economics and business research 10 (2015) 4, pp. 326-340
Persistent link: https://www.econbiz.de/10011449241