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Year of publication
Subject
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Devisenmarkt 6,128 Foreign exchange market 6,090 Theorie 2,073 Theory 2,069 Wechselkurs 1,824 Exchange rate 1,765 Welt 1,068 World 1,063 Volatilität 881 Volatility 878 Schätzung 726 Estimation 720 Wechselkurspolitik 664 Exchange rate policy 653 foreign exchange market 607 Currency speculation 542 Währungsspekulation 542 Currency derivative 499 Währungsderivat 499 foreign exchange 481 USA 478 United States 470 Capital income 419 Kapitaleinkommen 419 US-Dollar 375 US dollar 371 Market microstructure 356 Marktmikrostruktur 353 Währungsrisiko 349 International financial market 337 Internationaler Finanzmarkt 337 Exchange rate risk 336 Efficient market hypothesis 328 Effizienzmarkthypothese 325 Risikoprämie 298 Risk premium 296 Stock market 294 Portfolio selection 290 Portfolio-Management 290 Aktienmarkt 287
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Online availability
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Free 2,245 Undetermined 900 CC license 63
Type of publication
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Book / Working Paper 3,701 Article 3,127 Journal 23 Other 1
Type of publication (narrower categories)
All
Article in journal 2,697 Aufsatz in Zeitschrift 2,697 Graue Literatur 1,125 Non-commercial literature 1,125 Working Paper 1,015 Arbeitspapier 989 Aufsatz im Buch 261 Book section 261 Hochschulschrift 177 Thesis 145 Collection of articles of several authors 85 Sammelwerk 85 Lehrbuch 39 Bibliografie enthalten 38 Bibliography included 38 Textbook 37 Collection of articles written by one author 36 Sammlung 36 Konferenzschrift 35 Dissertation u.a. Prüfungsschriften 32 Aufsatzsammlung 28 Conference proceedings 23 Ratgeber 22 Guidebook 20 Amtsdruckschrift 19 Government document 19 Glossar enthalten 18 Glossary included 18 Article 16 Handbook 16 Handbuch 16 Rezension 14 Conference paper 12 Konferenzbeitrag 12 Systematic review 12 Übersichtsarbeit 12 No longer published / No longer aquired 9 Statistik 9 Bibliografie 8 Mehrbändiges Werk 8
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Language
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English 5,706 Undetermined 509 German 314 French 90 Spanish 82 Russian 41 Polish 39 Italian 29 Norwegian 10 Portuguese 10 Hungarian 7 Croatian 5 Dutch 5 Bulgarian 4 Czech 4 Swedish 4 Danish 3 Slovak 3 Serbian 2 Arabic 1 Finnish 1 Romanian 1 Turkish 1 Ukrainian 1 Chinese 1
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Author
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Taylor, Mark P. 84 Lyons, Richard K. 60 Menkhoff, Lukas 57 Evans, Martin D. D. 55 Rime, Dagfinn 54 Sarno, Lucio 42 Itō, Takatoshi 41 Levich, Richard M. 38 Melvin, Michael 37 Goldberg, Linda S. 36 MacDonald, Ronald 35 Frankel, Jeffrey A. 33 De Grauwe, Paul 31 Neely, Christopher J. 30 Bekaert, Geert 28 Eichengreen, Barry 28 Ranaldo, Angelo 28 Reitz, Stefan 26 Filc, Wolfgang 25 Payne, Richard 25 Stadtmann, Georg 25 Vitale, Paolo 25 Westerhoff, Frank H. 24 Cheung, Yin-Wong 23 Kočenda, Evžen 23 Schrimpf, Andreas 23 Bollerslev, Tim 22 Mehl, Arnaud 21 Osler, Carol 21 Schmeling, Maik 21 Weller, Paul A. 21 Caporale, Guglielmo Maria 20 Frömmel, Michael 20 Ito, Takatoshi 20 Yamada, Masahiro 19 Ben Omrane, Walid 18 Flood, Robert P. 18 Taylor, Alan M. 18 Verdelhan, Adrien 18 Diebold, Francis X. 17
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Institution
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International Monetary Fund (IMF) 433 International Monetary Fund 276 National Bureau of Economic Research 118 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Federal Reserve Bank of New York 8 Institut für Empirische Wirtschaftsforschung <Berlin> 7 Internationaler Währungsfonds 6 C.E.P.R. Discussion Papers 5 Georgetown University / Economics Department 5 Moskovskaja Mežbankovskaja Valjutnaja Birža 5 Bank for International Settlements (BIS) 4 Banque de France 4 Federal Reserve Bank of St. Louis 4 Internationaler Währungsfonds / Research Department 4 Schweizerische Nationalbank (SNB) 4 Bank für Internationalen Zahlungsausgleich 3 British Association for the Advancement of Science 3 Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät 3 Center for Globalization and Europeanization of the Economy (CeGE), Georg-August-Universität 3 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 3 East Asian Bureau of Economic Research (EABER) 3 Federal Reserve Bank of Cleveland 3 Federal Reserve Board (Board of Governors of the Federal Reserve System) 3 Institut für Weltwirtschaft (IfW) 3 Tilburg University, Center for Economic Research 3 Universitetet i Oslo / Økonomisk institutt 3 Universität Hannover / Wirtschaftswissenschaftliche Fakultät 3 Université Paris-Dauphine (Paris IX) 3 Wirtschaftswissenschaftliche Fakultät, Bayerische Julius-Maximilians-Universität Würzburg 3 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 3 Banca d'Italia 2 Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures 2 Bank für Internationalen Zahlungsausgleich / Markets Committee 2 CESifo 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Centre for Economic Policy Research 2 EconWPA 2 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 2 Europäische Zentralbank 2
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Published in...
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IMF Staff Country Reports 249 IMF Working Papers 163 Journal of international money and finance 143 NBER working paper series 115 Working paper / National Bureau of Economic Research, Inc. 107 NBER Working Paper 105 Discussion paper / Centre for Economic Policy Research 67 Journal of international financial markets, institutions & money 66 Journal of banking & finance 53 IMF working papers 51 Applied economics 50 IMF working paper 49 International review of financial analysis 44 Economics letters 41 Journal of international economics 38 Applied financial economics 36 International review of economics & finance : IREF 36 Finance research letters 35 International journal of finance & economics : IJFE 34 Economic modelling 30 Research in international business and finance 29 The European journal of finance 28 Europäische Hochschulschriften / 5 27 CESifo working papers 26 Journal of financial economics 24 Journal of multinational financial management 23 Global finance journal 22 Applied economics letters 20 International economic journal 20 The journal of futures markets 20 BIS quarterly review : international banking and financial market developments 19 The North American journal of economics and finance : a journal of financial economics studies 19 Discussion paper 18 IMF Occasional Papers 18 Discussion papers / CEPR 17 International finance discussion papers 17 Wiley trading series 17 Working paper 17 Journal of foreign exchange and international finance : JFEIF 16 Pacific-Basin finance journal 16
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Source
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ECONIS (ZBW) 6,056 RePEc 623 USB Cologne (EcoSocSci) 117 EconStor 44 BASE 8 Other ZBW resources 4
Showing 1 - 50 of 6,852
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Geopolitical risks and financial stress in emerging economies
Tam NguyenHuu; Örsal, Deniz Karaman - In: The world economy : the leading journal on … 47 (2024) 1, pp. 217-237
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Predictive modeling of foreign exchange trading signals using machine learning techniques
Enkhbayar, Sugarbayar; Ślepaczuk, Robert - 2024
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Dynamic impact of foreign exchange trading volume on foreign exchange volatility
Kang, Jong Woo; Cabaero, Carlos - 2025
Foreign exchange (FX) trading volume is a key factor in exchange rate volatility. Given the important role of volatility in economic growth and stability, this paper investigates the dynamic nature of exchange trading volume on exchange rate volatility using hourly high-frequency data. The...
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Stochastic exchange rate dynamics, intervention dynamics and the market efficiency hypothesis
Drakonakis, Emmanouil; Kotsios, Stelios - In: Computational economics 65 (2025) 1, pp. 463-481
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Colombia : Technical Assistance Report-Foreign Exchange Market Development and Regulatory Framework Review
International Monetary Fund / Monetary and Capital … - 2025
This report provides an overview of the technical assistance provided by the International Monetary Fund (IMF) to the Banco de la República to support the authorities in reviewing the regulatory framework and formulating development strategies for the foreign exchange market
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Portfolio Inertia and Expected Excess Returns in Currency Markets : Evidence from Advanced Economies
Bakker, Bas - 2025
The economic literature has long attributed non-zero expected excess returns in currency markets to time-varying risk premiums demanded by risk-averse investors. This paper, building on Bacchetta and van Wincoop's (2021) portfolio balance framework, shows that such returns can also arise when...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015328145
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How do event studies capture impact of macroeconomic news in forex market? : a meta-analysis
Bortnikova, Kseniya; Bajzik, Josef; Kočenda, Evžen - 2025
We perform a quantitative synthesis of 807 estimates of the effect of macroeconomic news announcements on exchange rates, as reported in 25 studies. Estimates are tested for publication selection using visual examination of funnel plots, linear asymmetry tests, and recent non-linear testing...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015272007
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Event-driven changes in volatility connectedness in global forex markets
Albrecht, Peter; Kočenda, Evžen - 2025
Using novel methods, we comprehensively analyze volatility connectedness among most traded currencies using high-frequency data from 2009 to 2023. Our study presents the first empirical evidence of a statistically significant association between increases in connectedness and endogenously...
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Foreign exchange market herd behaviour : empirical study in ASEAN-5 countries
Danila, Nevi; Aggarwal, Priyanka - In: Asian journal of accounting research 10 (2025) 1, pp. 63-75
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Information jumps, liquidity jumps, and market efficiency
Tseng, Michael; Mahmoodzadeh, Soheil - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-21
We formulate a measure of information efficiency in a general, no-arbitrage semimartingale model of the price process. The market quality measure is applied to a high-frequency dataset from the interdealer FX market to identify changes in market efficiency after a decimalization of tick size.
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Lebanon's multifaceted economic crisis of October 2019 : causes, repercussions : a diagnosis
Makdisi, Samir A.; Amine, Razan - 2022
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EUR/USD exchange rate characterization : study of events
Carvalho, Jorge; Couto, Gualter; Pimentel, Pedro - In: Economies : open access journal 10 (2022) 12, pp. 1-14
This study aims to evaluate the impact of major and minor changes in the Euro Zone and US interest rates on the EUR/USD exchange rate between 1 January 1999 and 31 December 2020. Therefore, twelve events are analyzed in this period, five related to changes in the US interest rate, six related to...
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Market dynamics in India : analysing interconnections among oil, stocks, gold and forex markets
Arora, Bhuvan; Daniel, Joseph; Aditya, Anwesha - In: Cogent economics & finance 12 (2024) 1, pp. 1-20
This paper examines the relationship between India's Stock Market, Forex Market, Oil Market, and Gold Market to capture interdependencies addressing both direct and indirect market linkages. The study provides new insights into the interdependencies of key markets within India, an emerging...
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On shrinkage covariance estimators : how inefficient is 1/N strategy of covariance estimation for portfolio selection in foreign exchange market?
Husnain, Muhammad; Ali, Shamrez; Munir, Qaiser; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-21
We investigate portfolio selection performance as in Markowitz by evaluating variance matrix estimation criteria in the currency market. This study challenges theoretically rigorous shrinkage covariance estimators using multiple evaluation metrics: systematic loss function, risk profile of...
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Analysis of Indian foreign exchange markets : a multifractal detrended fluctuation analysis (mfdfa) approach
Datta, Radhika Prosad - In: International journal of empirical economics 3 (2024) 3, pp. 1-27
The objectives of this paper are to analyse the presence of multifractality in daily exchange rates of the US dollar (USD), British Pound (GBP), Euro (EUR), and Japanese Yen (JPY) relative to the Indian Rupee (INR) for a specific period (1999-2018) and to investigate the source of the observed...
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FX dealer constraints and external imbalances
Boer, Jantke de; Eichler, Stefan - 2024
We empirically test Gabaix and Maggiori (2015)’s prediction that currencies are repriced by the country’s external capital dependence when financial constraints of FX intermediaries change. Using solvency indicators, we develop a novel intermediary constraints index capturing riskbearing...
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Risk spillovers among oil, gold, stock, and foreign exchange markets : evidence from G20 economies
Liu, Zixin; Hu, Jun; Zhang, Shuguang; He, Zhipeng - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-21
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Más allá del Carry-Trade : nuevas perspectivas sobre los usos de emisiones de bonos denominados en moneda extranjera por parte de empresas latinoamericanas entre los años 2000 y 2022
Pérez Artica, Rodrigo; Rabinovich, Joel; Zeolla, … - 2024
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Detecting anomalous WM/Reuters fixes using Trailing Contextual Anomaly Detection
Ibikunle, Gbenga; Mollica, Vito; Sun, Qiao - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-21
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Decentralised dealers? : examining liquidity provision in decentralised exchanges
Aquilina, Matteo; Foley, Sean; Gambacorta, Leonardo; … - 2024
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Foreign investments of Japanese life insurance companies
Chen, Steven Shu-Hsiu - In: Economics letters 240 (2024), pp. 1-7
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African and international financial markets interdependencies : does Covid-19 media coverage make any difference?
Amewu, Godfred; Armah, Mohammed; Kuttu, Saint; Kusi, … - In: Research in globalization 9 (2024), pp. 1-19
This study examines the co-movement and time-varying integration between equity, exchange rate, and international market volatility indices across different time-frequency domains using - bi-partial wavelet, - supplemented by dynamic conditional correlation-generalised autoregressive conditional...
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New evidence of interdependence in forex markets : a connection of connection analysis
Wu, Tao; Sun, Xiaotong; Xu, Xin; Jia, Nanfai; Xuan, Siyuan - 2024
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Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng; Goto, Shingo; Hou, Kewei; Yan, Xu; … - 2024
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Monetary policy is tight and dampens inflation
Levring, Peter Nick Bøgeby - 2024
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Blockchain currency markets
Ranaldo, Angelo; Viswanath-Natraj, Ganesh; Wang, Junxuan - 2024 - This version: April 18, 2024
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Bitcoin halving and the integration of cryptocurrency and forex markets : an analysis of the higher-order moment spillovers
Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier - In: International review of economics & finance : IREF 92 (2024), pp. 302-315
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The role of hedge funds in the Swiss franc foreign exchange market
Gentner, Jessica - 2024
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The dynamic quantile approach for VaR estimation : empirical evidence from Indonesia banking industry
Saadah, Siti; Suhartoko, Yohanes B.; Uyanto, Stanislaus S. - In: Cogent business & management 11 (2024) 1, pp. 1-11
This study estimates value-at-risk (VaR) to measure foreign exchange risk in Indonesia's banking industry using quantile regression (QR) approach. Four large banks whose capital and assets were the biggest were observed, and their selection was based on their market share in the industry. To...
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Performance of crypto-Forex portfolios based on intraday data
Esparcia, Carlos; López, Raquel - In: Research in international business and finance 69 (2024), pp. 1-32
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The impact of currency carry trade activity on the transmission of monetary policy
Boeck, Maximilian; Steshkova, Alina; Zörner, Thomas - 2024 - This Version: August 2024
This paper examines how carry trade activity affects the transmission of monetary policy in currency markets. It analyzes a set of developed and emerging market currencies against the U.S. dollar. The U.S. dollar appreciates in response to a conventional monetary policy shock but depreciates to...
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Crypto exchange tokens
Garratt, Rod; Oordt, Maarten R. C. van - 2024
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FX markets and FX interventions: insights from a Markets Committee Workshop : insights from a Markets Committee Workshop on FX Markets and FX Interventions chaired by Jwahong Min (Bank of Korea)
Min, Jwahong (contributor) - Bank für Internationalen Zahlungsausgleich / Markets … - 2024
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Dealer risk limits and currency returns
Barbiero, Omar; Bräuning, Falk; Joaquim, Gustavo; … - 2024 - This version: August 2024
We leverage supervisory microdata to uncover the role of global banks' risk limits in driving exchange rate dynamics. Consistent with a model of currency intermediation under risk constraints, shocks to dealers' risk limits lead to price and quantity adjustments in the foreign exchange market....
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Volatility spillover effect from energy markets to foreign exchange markets : the case of Central and Eastern European and Eurasian countries
Živkov, Dejan; Kuzman, Boris; Papić-Blagojević, Nataša - In: Prague economic papers : a bimonthly journal of … 33 (2024) 4, pp. 478-503
This paper investigates the nonlinear risk transmission from the oil and natural gas markets to the foreign exchange markets of five energy importers and one major energy exporter. We separate conditional volatility into the transitory (short-term) and permanent (long-term) parts, and then these...
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High-frequency effects of novel news on the EURUSD exchange rate
Kebe, Miha; Uhl, Matthias - In: The journal of behavioral finance : a publication of … 25 (2024) 2, pp. 194-207
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Interconnectedness in the FOREX market during the high inflation regime : a network analysis
Ahmed, Shamima; Akhtaruzzaman, Md.; Le, Van; Nath, Tamal; … - In: Research in international business and finance 71 (2024), pp. 1-13
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African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk
Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22
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Emerging influence of the RMB on currency markets in a transpiring tri-polar international monetary system
Wang, Peijie; Wang, Ping - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 443-464
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014469023
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Political uncertainty and currency markets
Leippold, Markus; Matthys, Felix; Mueller, Philippe; … - 2024
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Eliminating the black market : evidence from a lottery gambling policy in Thailand
Hongdilokkul, Natt; Archawa Paweenawat; Krislert … - 2024
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Foreign exchange hedging using regime-switching models : the case of pound sterling
Lee, Taehyun; Moutzouris, Ioannis C.; Papapostolou, Nikos C. - 2024
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Long memory in volatility in foreign exchange markets : evidence from selected countries in Africa
Kuttu, Saint; Abor, Joshua Yindenaba; Amewu, Godfred - In: Journal of economics and finance : JEF 48 (2024) 2, pp. 462-482
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Endogenous volatility in the foreign exchange market
Bargigli, Leonardo; Cifarelli, Giulio - 2024
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Effect of volatility in the Naira : dollar exchange rate on the volume of imports to, and exports from Nigeria
Dogo, Mela Yila; Aras, Osman Nuri - In: International journal of economics and financial issues … 11 (2021) 5, pp. 68-73
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Do terror attacks affect the Euro? : evidence from the 21st century
Markoulis, Stelios - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-24
The objective of this paper is to examine whether terror attacks that took place in the Eurozone in the 21st century had a significant effect on the price of the Euro. Its novelty is twofold: it is the first study that assesses the impact of such events on the price of the Euro and employs a...
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The regime-switching behaviour of exchange rates and frontier stock market prices in sub-Saharan Africa
Korley, Maud; Giouvris, Evangelos - In: Journal of risk and financial management : JRFM 14 (2021) 3/122, pp. 1-31
Frontier markets have become increasingly investible, providing diversification opportunities; however, there is very little research (with conflicting results) on the relationship between Foreign Exchange (FX) and frontier stock markets. Understanding this relationship is important for both...
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The efficiency of the Polish zloty exchange rate market : the uncovered interest parity and fractal analysis approaches
Czech, Katarzyna; Pietrych, Łukasz - In: Risks : open access journal 9 (2021) 8, pp. 1-17
The study of the effectiveness of the currency market is one of the most important research problems in the field of finance. The paper aims to assess the efficiency of the Polish zloty exchange rate market. We test the market efficiency by applying two independent approaches, one based on the...
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Volatility spillovers among developed and developing countries : the global foreign exchange markets
Mohammed, Walid Abass - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-30
In this paper, we investigate the "static and dynamic" return and volatility spillovers’ transmission across developed and developing countries. Quoted against the US dollar, we study twenty-three global currencies over the time period 2005-2016. Focusing on the spillover index methodology,...
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Does offshore NDF market influence onshore forex market? : evidence from India
Kumar Behera, Harendra; Ranjan, Rajiv; Chinoy, Sajjid Z. - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013399799
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