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Exchange rates and oil prices : a multivariate stochastic volatility analysis

Ding, Liang; Vo, Minh T. - In: The quarterly review of economics and finance : journal … 52 (2012) 1, pp. 15-37

Persistent link: https://www.econbiz.de/10009665118

Exchange rates and oil prices: A multivariate stochastic volatility analysis

Ding, Liang; Vo, Minh - In: The quarterly review of economics and finance : journal … 52 (2012) 1, pp. 15-38

Persistent link: https://www.econbiz.de/10009840995

Exchange rates and oil prices: A multivariate stochastic volatility analysis

Ding, Liang; Vo, Minh - In: The Quarterly Review of Economics and Finance 52 (2012) 1, pp. 15-37

This paper uses the multivariate stochastic volatility (MSV) and the multivariate GARCH (MGARCH) models to investigate the volatility interactions between the oil market and the foreign exchange (FX) market, in an attempt to extract information intertwined in the two for better volatility...

Persistent link: https://www.econbiz.de/10010571835

Oil and stock market volatility : a multivariate stochastic volatility perspective

Vo, Minh T. - In: Energy economics 33 (2011) 5, pp. 956-965

Persistent link: https://www.econbiz.de/10009382971

Market structure and dealers' quoting behavior in the foreign exchange market

Ding, Liang - In: Journal of international financial markets, … 18 (2008) 4, pp. 313-325

Persistent link: https://www.econbiz.de/10003727936

Bid-ask spread and order size in the foreign exchange market : an empirical investigation

Ding, Liang - In: International journal of finance & economics : IJFE 14 (2009) 1, pp. 98-105

Persistent link: https://www.econbiz.de/10003807528

Essays on the application of the market microstructure approach in exchange rate economics

Ding, Liang - 2006

Persistent link: https://www.econbiz.de/10003965304

The Thursday effect of the forward premium puzzle

Ding, Liang - In: International review of economics & finance : IREF 21 (2012) 1, pp. 302-318

Persistent link: https://www.econbiz.de/10009486120

Conditional correlation between exchange rates and stock prices

Ding, Liang - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 452-463

Persistent link: https://www.econbiz.de/10012655525

Preisfindung und Handel bei heterogenen Erwartungen : eine rationale Erklärung der Preisunterreaktion

Ding, Liang - 2007 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003485506

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