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Does uncertainty promote exchange rate volatility? : global evidence

Aftab, Muhammad; Naeem, Maham; Ṭāhir, Muḥammad; … - In: Studies in economics and finance 41 (2024) 1, pp. 177-191

Persistent link: https://www.econbiz.de/10014467196

The impact of German macroeconomic news on emerging European forex markets

Moravcová, Michala - In: Prague economic papers : a bimonthly journal of … 27 (2018) 5, pp. 505-521

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Impact of central bank intervention in the foreign exchange market : evidence from India using an event study approach

Trivedi, Smita Roy; Srinivasan, Bobby - In: Economic papers : a journal of applied economics and policy 35 (2016) 4, pp. 389-402

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The Indian exchange rate and Central Bank action : an EGARCH analysis

Goyal, Ashima; Arora, Sanchit - In: Journal of Asian economics 23 (2012) 1, pp. 60-72

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Daily exchange rate behaviour and hedging of currency risk

Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 1999

series patterns for currency risk management.Our approach is Bayesian where extensive use is made of Markov chainMonte Carlo … methods. The effects of several model characteristics(unit roots, GARCH, stochastic volatility, heavy tailed …

Persistent link: https://www.econbiz.de/10011302131

Daily exchange rate behaviour and hedging of currency risk

Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 2001

exchange rates for currency risk management. Ourapproach is Bayesianwhere extensive use is made of Markov chain Monte Carlo … methods. The effects ofseveral modelcharacteristics (unit roots, GARCH, stochastic volatility, heavy taileddisturbance …

Persistent link: https://www.econbiz.de/10011313921