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Exchange rates, foreign currency exposure and sovereign risk

Bernoth, Kerstin; Herwartz, Helmut - In: Journal of international money and finance 117 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013284855

Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 5591-5617

Persistent link: https://www.econbiz.de/10013370992

Time and frequency dependency of foreign exchange rates and country risk : evidence from Turkey

Kirikkaleli, Derviş; Kartal, Mustafa Tevfik; Adebayo, … - In: Bulletin of monetary economics and banking 25 (2022) 1, pp. 37-54

Persistent link: https://www.econbiz.de/10013478823

Sovereign rating changes : do they provide new information for stock markets?

Hooper, Vincent J.; Hume, Timothy; Kim, Suk-Joong - In: Economic systems 32 (2008) 2, pp. 142-166

Persistent link: https://www.econbiz.de/10003729204

Political risks, excess and carry trade returns in global markets

Kesse, Kwabena; Blenman, Lloyd P. - In: International review of financial analysis 91 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014446928

Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach

Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16

-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …

Persistent link: https://www.econbiz.de/10011450341