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Volatility
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Open economies review
The empirical economics letters : a monthly international journal of economics
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78
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58
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56
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51
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ECONIS (ZBW)
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1
Monetary policy announcements, information shocks, and exchange rate dynamics
Gründler, Daniel
;
Mayer, Eric
;
Scharler, Johann
- In:
Open economies review
34
(
2023
)
2
,
pp. 341-369
Persistent link: https://www.econbiz.de/10014334807
Saved in:
2
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
Saved in:
3
Revisiting Paul de Grauwe's chaotic exchange rate model : new analytical insights and agent-based explorations
Mignot, Sarah
;
Westerhoff, Frank H.
- In:
Open economies review
34
(
2023
)
1
,
pp. 155-169
Persistent link: https://www.econbiz.de/10014276887
Saved in:
4
Openness and real exchange rate volatility : evidence from China
Yang, Yahui
;
Peng, Zhe
- In:
Open economies review
35
(
2024
)
1
,
pp. 121-158
Persistent link: https://www.econbiz.de/10014515737
Saved in:
5
Reserve volatility and the identification of exchange rate regimes
Bleaney, Michael F.
;
Tian, Mo
- In:
Open economies review
32
(
2021
)
4
,
pp. 701-723
Persistent link: https://www.econbiz.de/10012659037
Saved in:
6
International trade and economic growth of Ghana
Mohammed, Jamal
;
Kindo, Malik Dawuda
;
Mishra, Pradeep
; …
- In:
The empirical economics letters : a monthly …
20
(
2021
)
4
,
pp. 625-637
Persistent link: https://www.econbiz.de/10013273161
Saved in:
7
Cross-category, trans-Pacific spillovers of policy uncertainty and financial market volatility
Thiem, Christopher
- In:
Open economies review
31
(
2020
)
2
,
pp. 317-342
Persistent link: https://www.econbiz.de/10012229748
Saved in:
8
Currency appreciation and stock transactions in Australia
Mitra, Rajarshi
- In:
The empirical economics letters : a monthly …
19
(
2020
)
4
,
pp. 281-290
Persistent link: https://www.econbiz.de/10012596262
Saved in:
9
Dynamic spillover effects of macroeconomic risks on foreign exchange markets in emerging countries
Güngör, Arifenur
;
Güngör, Mahmut Sami
- In:
The empirical economics letters : a monthly …
19
(
2020
)
7
,
pp. 683-692
Persistent link: https://www.econbiz.de/10012596724
Saved in:
10
Global crude oil price, exchange rates, impact on domestic dynamic retail oil prices and stock market indices
Adavelli, Sagar Reddy
- In:
The empirical economics letters : a monthly …
19
(
2020
)
11
,
pp. 1287-1292
Persistent link: https://www.econbiz.de/10012599700
Saved in:
11
Are international fund flows related to exchange rate dynamics?
Li, Suxiao
;
Haan, Jakob de
;
Scholtens, Bert
- In:
Open economies review
29
(
2018
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10012039063
Saved in:
12
Free trade agreements and volatility of stock returns and exchange rates : evidence from NAFTA
Daelemans, Bram
;
Daniels, Joseph P.
;
Nourzad, Farrokh
- In:
Open economies review
29
(
2018
)
1
,
pp. 141-163
Persistent link: https://www.econbiz.de/10012039091
Saved in:
13
Stock prices and ZAR/USD exchange rates : a quantile autoregressive distributed lag approach
Hsu, Tzu-Kuang
- In:
The empirical economics letters : a monthly …
17
(
2018
)
10
,
pp. 1195-1202
Persistent link: https://www.econbiz.de/10012006802
Saved in:
14
Asymmetric oil price shocks and economic growth in Nigeria : evidence from non-linear ARDL
Shuaibu, Mohammed Isa
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1351-1357
Persistent link: https://www.econbiz.de/10012006909
Saved in:
15
Relationship between stock markets and foreign exchange rates in India : an empirical analysis
Aparna, A.
- In:
The empirical economics letters : a monthly …
17
(
2018
)
1
,
pp. 59-65
Persistent link: https://www.econbiz.de/10011910818
Saved in:
16
Exchange rate volatility and firm-level export in Nigeria
Olanipekun, Dayo Benedict
- In:
The empirical economics letters : a monthly …
16
(
2017
)
4
,
pp. 341-347
Persistent link: https://www.econbiz.de/10011794409
Saved in:
17
Exchange rate volatility and the trade balance in China
Upadhyaya, Kamal Prasad
;
Mixon, Franklin G.
;
Bhandari, …
- In:
The empirical economics letters : a monthly …
16
(
2017
)
9
,
pp. 909-917
Persistent link: https://www.econbiz.de/10011907046
Saved in:
18
An analysis of impact of exchange rate volatility on the Indian manufacturing exports
Haider, Salman
;
Adil, Masudul Hasan
- In:
The empirical economics letters : a monthly …
16
(
2017
)
12
,
pp. 1375-1382
Persistent link: https://www.econbiz.de/10011907747
Saved in:
19
Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model
Çağlayan Akay, Ebru
;
Ergin, Nursefa
- In:
The empirical economics letters : a monthly …
16
(
2017
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10011718663
Saved in:
20
Co-movements and volatility spillover in Asian Forex Market : a multivariate GARCH and MRA approach
Bhandari, Avishek
;
Yazir P.
;
Hafsal K.
- In:
The empirical economics letters : a monthly …
15
(
2016
)
4
,
pp. 391-404
Persistent link: https://www.econbiz.de/10011580972
Saved in:
21
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
22
Exchange rate returns and external adjustment : evidence from Switzerland
Grisse, Christian
;
Nitschka, Thomas
- In:
Open economies review
27
(
2016
)
2
,
pp. 317-339
Persistent link: https://www.econbiz.de/10011591784
Saved in:
23
Effect of exchange rate volatility on exports : further evidence from South Africa
Simplicio, Do Ango
- In:
The empirical economics letters : a monthly …
14
(
2015
)
6
,
pp. 559-570
Persistent link: https://www.econbiz.de/10011419128
Saved in:
24
Information spillover effect between RMB and its reference currencies
Huang, Junjie
;
Chen, Pei-Fen
- In:
The empirical economics letters : a monthly …
14
(
2015
)
3
,
pp. 273-282
Persistent link: https://www.econbiz.de/10011311159
Saved in:
25
Empirical testing of exchange rate and interest rate transmission channel in China
Wei, Ching Chun
;
Chuang, Tzu-Wei
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 687-697
Persistent link: https://www.econbiz.de/10010520045
Saved in:
26
An empirical analysis of the WTI oil price returns and volatility spillover in the USA
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 663-674
Persistent link: https://www.econbiz.de/10010520049
Saved in:
27
The signalling channel of central bank interventions : modelling the Yen/US Dollar exchange rate
Chen, Yu-Fu
;
Funke, Michael
;
Glanemann, Nicole
- In:
Open economies review
25
(
2014
)
2
,
pp. 311-336
Persistent link: https://www.econbiz.de/10010403779
Saved in:
28
Nonlinear exchange rate dynamics and its associated Value-at-Risk
Laio, Jen-chieh
;
Pan, Sheng-chieh
;
Wu, Po-chin
- In:
The empirical economics letters : a monthly …
12
(
2013
)
7
,
pp. 705-714
Persistent link: https://www.econbiz.de/10010363138
Saved in:
29
External volatility and exchange rate movements in Brazil
Costa, Cristiano M.
;
Prates, Lorene A.
- In:
The empirical economics letters : a monthly …
12
(
2013
)
12
,
pp. 1335-1344
Persistent link: https://www.econbiz.de/10010363742
Saved in:
30
Currency networks, bilateral exchange rate volatility and the role of the US Dollar
Bleaney, Michael F.
;
Tian, Mo
- In:
Open economies review
23
(
2012
)
5
,
pp. 785-803
Persistent link: https://www.econbiz.de/10009670485
Saved in:
31
IMF support and inter-regime exchange rate volatility
Arnold, Ivo J. M.
;
MacDonald, Ronald
;
Vries, Casper G. de
- In:
Open economies review
23
(
2012
)
1
,
pp. 193-211
Persistent link: https://www.econbiz.de/10009630331
Saved in:
32
Volatility transmission between exchange rate and interest rate in the G7 countries
Kao, Chiu-fen
;
Shyu, David
;
Chen, Ming-chi
- In:
The empirical economics letters : a monthly …
10
(
2011
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10009507457
Saved in:
33
The effect of the exchange rates on investment in Mexican manufacturing industry
Caglayan, Mustafa
;
Muñoz Torres, Rebeca I.
- In:
Open economies review
22
(
2011
)
4
,
pp. 669-683
Persistent link: https://www.econbiz.de/10009295795
Saved in:
34
The impact of monetary and commodity fundamentals, macro news and central bank communication on the exchange rate : evidence from South Africa
Égert, Balázs
- In:
Open economies review
21
(
2010
)
5
,
pp. 655-677
Persistent link: https://www.econbiz.de/10009242555
Saved in:
35
Exchange rate volatility and growth in emerging Europe and East Asia
Schnabl, Gunther
- In:
Open economies review
20
(
2009
)
4
,
pp. 565-587
Persistent link: https://www.econbiz.de/10003882414
Saved in:
36
Dynamic links between unexpected exchange rate variation, prices, and international trade
Cheong, Chongcheul
;
Mehari, Tesfa
;
Vaughan Williams, …
- In:
Open economies review
17
(
2006
)
2
,
pp. 221-233
Persistent link: https://www.econbiz.de/10003306947
Saved in:
37
Exchange rate disconnect in a standard open-economy macro model
Kempa, Bernd
- In:
Open economies review
16
(
2005
)
3
,
pp. 283-293
Persistent link: https://www.econbiz.de/10002931802
Saved in:
38
Real impacts of intra-European exchange rate variability : a case for EMU
Belke, Ansgar
;
Gros, Daniel
- In:
Open economies review
12
(
2001
)
3
,
pp. 231-264
Persistent link: https://www.econbiz.de/10001648277
Saved in:
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