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Is exchange rate volatility excessive? : An ARCH and AR approach
Edmonds, Radcliffe G.; So, Jacky C. - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 122-154
Persistent link: https://www.econbiz.de/10001961781
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The asymmetric relationship between the oil price and the US-Canada exchange rate
Jung, Young Cheol; Das, Anupam; McFarlane, Adian A. - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 198-206
Persistent link: https://www.econbiz.de/10012417578
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Intraday exchange rate volatility : ARCH, news and seasonality effects
Gau, Yin-feng; Hua, Mingshu - In: The quarterly review of economics and finance : journal … 47 (2007) 1, pp. 135-158
Persistent link: https://www.econbiz.de/10003416709
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Exchange rates and oil prices : a multivariate stochastic volatility analysis
Ding, Liang; Vo, Minh T. - In: The quarterly review of economics and finance : journal … 52 (2012) 1, pp. 15-37
Persistent link: https://www.econbiz.de/10009665118
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Cash flow instability and the demand for liquid assets by firms in Brazilian manufacturing
Falls, Gregory A. - In: The quarterly review of economics and finance : journal … 36 (1996) 2, pp. 233-248
Persistent link: https://www.econbiz.de/10001209281
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An empirical examination of the intraday volatility in euro-dollar rates
Cyree, Ken B.; Griffiths, Mark D.; Winters, Drew B. - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 44-57
Persistent link: https://www.econbiz.de/10001961726
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The credibility of the Colombian exchange rate target zone : its impact over the volatility of interest rate differentials
Galindo Andrade, Arturo José - In: The quarterly review of economics and finance : journal … 41 (2001) 1, pp. 111-118
Persistent link: https://www.econbiz.de/10001566623
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The effects of dollar appreciation on sectoral labor market adjustments : theory and evidence
Kandil, Magda; Mirzaie, Ida Aghdas - In: The quarterly review of economics and finance : journal … 43 (2003) 1, pp. 89-117
Persistent link: https://www.econbiz.de/10001774886
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The effect of exchange rate fluctuations on the performance of small and medium sized enterprises : implications for Brexit
Belghitar, Yacine; Clark, Ephraim; Dropsy, Vincent; … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 399-410
Persistent link: https://www.econbiz.de/10012655510
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Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 605-613
Persistent link: https://www.econbiz.de/10012655581