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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
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Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan; … - In: Applied economics 47 (2015) 22/24, pp. 2359-2378
Persistent link: https://www.econbiz.de/10010516625
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Intraday effects of the currency market
Khademalomoom, Siroos; Narayan, Paresh Kumar - In: Journal of international financial markets, … 58 (2019), pp. 65-77
Persistent link: https://www.econbiz.de/10012127824
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - 2001
Persistent link: https://www.econbiz.de/10001659915
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Exchange rates, foreign currency exposure and sovereign risk
Bernoth, Kerstin; Herwartz, Helmut - 2019
We quantify the causal link between exchange rate movements and sovereign risk of 16 major emerging market economies (EMEs) by means of structural vector autoregressive models (SVARs) using data from 10/2004 through 12/2016. We apply a novel data based identification approach of the structural...
Persistent link: https://www.econbiz.de/10011977494
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A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
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Testing for predictability in panels of any time series dimension
Westerlund, Joakim; Narayan, Paresh Kumar - In: International journal of forecasting 32 (2016) 4, pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
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Size corrected inference in fiscal policy reaction functions : a three country assessment
Herwartz, Helmut; Rengel, Malte - In: An analysis of long-term influences on financial …, (pp. 89-116). 2014
Persistent link: https://www.econbiz.de/10010480405
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A nonlinear approach to testing the unit root null hypothesis : an application to international health expenditures
Narayan, Paresh Kumar; Popp, Stephan - 2009
Persistent link: https://www.econbiz.de/10003959067
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A nonlinear approach to testing the unit root null hypothesis : an application to international health expenditures
Narayan, Paresh Kumar; Popp, Stephan - In: Applied economics 44 (2012) 1/3, pp. 163-175
Persistent link: https://www.econbiz.de/10009504495