Search Results - subject:"EUR/USD"

Asymmetric information flow between exchange rate, oil, and gold: New evidence from transfer entropy approach

Maiti, Moinak; Kayal, Parthajit - In: Journal of Risk and Financial Management 16 (2023) 1, pp. 1-14

is observed between EUR/USD and Oil for the whole study period unlike before COVID. However, during COVID, there was a …

Persistent link: https://www.econbiz.de/10014332777

Asymmetric information flow between exchange rate, oil, and gold : new evidence from transfer entropy approach

Maiti, Moinak; Kayal, Parthajit - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-14

is observed between EUR/USD and Oil for the whole study period unlike before COVID. However, during COVID, there was a … unidirectional information flow from Oil→EUR/USD. The study finds a significant unidirectional information flow from Gold→EUR/USD … variables is asymmetric. The highest transfer entropy was observed for Gold→EUR/USD among all the pairs under consideration. …

Persistent link: https://www.econbiz.de/10014301581

Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction

Bruna, Karel; Quang Van Tran - In: Energy economics 128 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10015066551

Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model

Zhao, Yinglan; Feng, Chen; Xu, Nuo; Peng, Song; Liu, Chang - In: Energy economics 126 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014483640

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

Which market dominates the price discovery in currency futures? : the case of the Chicago Mercantile Exchange and the Intercontinental Exchange

Li, Wei-Xuan; Chen, Clara Chia Sheng; Nguyen, James - In: Global finance journal 52 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013412594

Contagion effects on stock and FX markets: A DCC analysis among USA and EMU

Dimitriou, Dimitrios I.; Simos, Theodore M. - In: Studies in Economics and Finance 31 (2014), pp. 246-254

comprising a weighted Morgan Stanley Capital Index (MSCI) for US and EMU equity markets, as well as EUR/USD exchange rate and 3 … stimulus packages in early 2009, EMU preferred a strict monetary policy and fiscal austerity measures. Consequently, the EUR/USD …

Persistent link: https://www.econbiz.de/10010885200

Contagion effects on stock and FX markets : A DCC analysis among USA and EMU

I. Dimitriou, Dimitrios; M. Simos, Theodore - In: Studies in Economics and Finance 31 (2014) 3, pp. 246-254

Persistent link: https://www.econbiz.de/10015014054

Contagion effects on stock and FX markets : a DCC analysis among USA and EMU

Dimitriou, Dimitrios I.; Simos, Theodore M. - In: Studies in economics and finance 31 (2014) 3, pp. 246-254

Persistent link: https://www.econbiz.de/10011338922

A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading

Vasilakis, Georgios; Theofilatos, Konstantinos; … - In: Computational Economics 42 (2013) 4, pp. 415-431

next day returns when trading the EUR/USD exchange rate based on the exchange rates of historical data. Aiming at testing … problem of effectively modeling and trading with the EUR/USD exchange rate. Our application now offers practitioners with an …

Persistent link: https://www.econbiz.de/10010866830