Search Results - subject:"volatility persistence"

Exchange rate behaviour in ASEAN countries : a sensitivity analysis

Umoru, David; Igbinovia, Beauty; Aliyu, Mohammed Farid - In: Central European review of economics and management : CEREM 8 (2024) 4, pp. 37-73

volatility persistence. We also found significant ARCH effect which instigated further estimations of the GARCH and FIGARCH … last long, influencing future volatility levels noticeably in all the countries. Exchange rate volatility persistence of …

Persistent link: https://www.econbiz.de/10015323451

Exchange rate behaviour in ASEAN countries: A sensitivity analysis

Umoru, David; Igbinovia, Beauty; Aliyu, Mohammed Farid - In: The Central European Review of Economics and Management … 8 (2024) 4, pp. 37-73

Persistent link: https://www.econbiz.de/10015323791

A comparative analysis on probability of volatility clusters on cryptocurrencies, and FOREX currencies

Chinthapalli, Usha Rekha - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-23

In recent years, the attention of investors, practitioners and academics has grown in cryptocurrency. Initially, the cryptocurrency was designed as a viable digital currency implementation, and subsequently, numerous derivatives were produced in a range of sectors, including nonmonetary...

Persistent link: https://www.econbiz.de/10013200992

Reassessment of volatility transmission among South Asian equity markets

Aziz, Tariq; Marwat, Jahanzeb; Mustafa, Sheraz; Kumar, … - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 1, pp. 587-597

Persistent link: https://www.econbiz.de/10012692390

A comparative analysis on probability of volatility clusters on cryptocurrencies, and FOREX currencies

Chinthapalli, Usha Rekha - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-23

Persistent link: https://www.econbiz.de/10012622787

Structural breaks and volatility spillovers : the case of the US and Canadian Stock Markets

Tsuji, Chikashi - In: Journal of management research 11 (2019) 2, pp. 30-44

Persistent link: https://www.econbiz.de/10011993943

Evaluating volatility persistence of stock return in the pre and cost 2008-2009 financial meltdown

Nageri, Kamaldeen Ibraheem - In: Copernican Journal of Finance & Accounting : CJF&A 8 (2019) 3, pp. 75-94

Persistent link: https://www.econbiz.de/10012211589

Estimating time-varying volatility in consumer prices in rwanda : application of GARCH models

Maniraguha, Faustin; Karangwa, Mathias; Mwenese, Bruno; … - In: BNR economic review (2019) 14, pp. 53-75

Persistent link: https://www.econbiz.de/10012312029

Dynamic volatility behaviour of stock markets in southern Africa

Mashamba, Tafirei; Magweva, Rabson - In: Journal of economic and financial sciences : JEF 12 (2019) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10012019002

A study on volatility spurious almost integration effect : a threshold realized GARCH approach

Xu, Dinghai - 2019

Persistent link: https://www.econbiz.de/10012137575