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Causal nexus between crude, gold, dollar and stock markets in India : empirical explorations before, during and after the Global Recession

Saji, T. G. - In: The Indian economic journal 69 (2021) 4, pp. 688-704

Persistent link: https://www.econbiz.de/10012794164

Volatility Risk Premia in the G9 Currencies

Bolmatis, Athanasios - 2016

We study the volatility risk premia for the G9 currencies and find that they are negative, significant, both … statistically and economically, and time varying. Our analysis indicates that the currency volatility risk premia covary with other … interpret these findings as evidence that volatility acts as an aggregate state variable that captures the evolution of the …

Persistent link: https://www.econbiz.de/10012992251

Dollar carry timing

Souza, Thiago de Oliveira - 2020

Persistent link: https://www.econbiz.de/10012383860

Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin

Lyócsa, Štefan; Molnár, Peter; Plíhal, Tomáš; … - In: Journal of economic dynamics & control 119 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012503775

The relationship between crude oil prices, EUR/USD exchange rate and gold prices

Houcine, Benlaria; Zouheyr, Gheraia; Abdessalam, Belbali; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 234-242

Persistent link: https://www.econbiz.de/10012506005

How do dynamic responses of exchange rates to oil price shocks co-move? : from a time-varying perspective

Huang, Shupei; An, Haizhong; Lucey, Brian M. - In: Energy economics 86 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012512194

Examining stress in Asian currencies : a perspective offered by high frequency financial market data

Dungey, Mardi H.; Matei, Marius; Sirimon Treepongkaruna - In: Journal of international financial markets, … 67 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012495857

Oil price and exchange rate behaviour of the brics

Salisu, Afees A.; Cuñado Eizaguirre, Juncal; Isah, Kazeem - In: Emerging markets, finance and trade : EMFT 57 (2021) 7, pp. 2042-2051

Persistent link: https://www.econbiz.de/10012549866

Oil price drivers, geopolitical uncertainty and oil exporters' currencies

Akram, Qaisar Farooq - In: Energy economics 89 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012517021

On the intraday dynamics of oil price and exchange rate : what can we learn from China and India?

Ahmad, Wasim; Prakash, Ravi; Uddin, Mohammed Gazi Salah; … - In: Energy economics 91 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012518662