Search Results - subject:"Kurs"

The U.S. Dollar and variance risk premia imbalances

Kjær, Mads Markvart; Posselt, Anders Merrild - In: The financial review : the official publication of the … 60 (2025) 1, pp. 173-200

Persistent link: https://www.econbiz.de/10015166669

Modeling the relationships among the stock market, gold price, oil price and exchange rate : a MECM and VDA approach

Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial internet quarterly 21 (2025) 1, pp. 1-14

Globalization and liberalization have heightened the volatility and complexity of financial markets, prompting investors to diversify their portfolios across different asset classes. This study investigates the dynamic interrelationships among the Indian stock market benchmark index (Nifty 50),...

Persistent link: https://www.econbiz.de/10015393621

Exchange rate volatility, stock prices and returns in BRICS : the moderating effect of inflation with wavelength analysis

Umoru, David; Igbinovia, Beauty; Odegha, Benjamin - 2025

This study aimed to evaluate the conditional effect of exchange rate volatility on stock prices and returns in the emerging markets of BRICS nations. Using daily data from 1 January 2000 to 30 December 2023, wavelet and quantile analysis were conducted. The Markov-regime model was estimated for...

Persistent link: https://www.econbiz.de/10015402817

Overreaction and underreaction to new information and the directional forecast of exchange rates

Semenov, Andrei - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10015323341

Fake news and asset price dynamics

Mignot, Sarah; Pellizzari, Paolo; Westerhoff, Frank H. - In: Jahrbücher für Nationalökonomie und Statistik 244 (2024) 4, pp. 351-379

We explore the impact of fake news on asset price dynamics within the asset-pricing model of Brock and Hommes (Brock, W. A., and C. H. Hommes. 1998. "Heterogeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model." Journal of Economic Dynamics and Control 22 (8): 1235-74). By...

Persistent link: https://www.econbiz.de/10015326021

Oil prices and the euro exchange rate

Louka, Kyriaki G.; Michail, Nektarios - In: International economics and economic policy 21 (2024) 4, pp. 969-983

Persistent link: https://www.econbiz.de/10015130276

The dynamic relationship between ASEAN+6 exchange rates and stock markets : application of the ARDL model

Surachai Chancharat; Suthasinee Suwannapak - In: Journal of Asian business and economic studies : JABES 31 (2024) 5, pp. 365-377

Persistent link: https://www.econbiz.de/10015187587

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

Persistent link: https://www.econbiz.de/10015201989

The price discovery in the renminbi/USD market : two spot, two swap, and three forward FX rates

Kitamura, Yoshihiro - In: International review of financial analysis 95 (2024) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10015149283

Forecasting returns with machine learning and optimizing global portfolios : evidence from the Korean and U.S. stock markets

Chun, Dohyun; Kang, Jongho; Kim, Jihun - In: Financial innovation : FIN 10 (2024), pp. 1-30

This study employs a variety of machine learning models and a wide range of economic and financial variables to enhance the forecasting accuracy of the Korean won-U.S. dollar (KRW/USD) exchange rate and the U.S. and Korean stock market returns. We construct international asset allocation...

Persistent link: https://www.econbiz.de/10015359391