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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
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On the informational efficiency of S&P500 implied volatility
Becker, Ralf; Clements, Adam; White, Scott I. - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
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An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
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Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan; Malik, Farooq - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
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Financial contagion and flight to quality between emerging markets and U.S. bond market
Soylu, Pınar Kaya; Güloğlu, Bülent - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33
Persistent link: https://www.econbiz.de/10012201344
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The future of the Dollar-Euro exchange rate
Neaime, Simon; Paschakis, John - In: The North American journal of economics and finance : a … 13 (2002) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10001716507
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Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Wang, Peiwan; Zong, Lu - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012665486
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North American Monetary Union : analytical principles and operational guidelines
Courchene, Thomas J.; Harris, Richard G. - In: The North American journal of economics and finance : a … 11 (2000) 1, pp. 3-18
Persistent link: https://www.econbiz.de/10001529344
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US dollar exchange rate and food price dependence : implications for portfolio risk management
Reboredo, Juan Carlos; Ugando, Mikel - In: The North American journal of economics and finance : a … 30 (2014), pp. 72-89
Persistent link: https://www.econbiz.de/10010463592
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Exchange market pressure on the pound-dollar exchange rate : 1925 - 1931
Hallwood, Paul; Marsh, Ian - In: The North American journal of economics and finance : a … 15 (2004) 2, pp. 249-264
Persistent link: https://www.econbiz.de/10002146550