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Exchange rate effects on the volume and variability of tade flows

Barkoulas, John T.; Baum, Christopher F.; Caglayan, Mustafa - In: Journal of international money and finance 21 (2002) 4, pp. 481-496

Persistent link: https://www.econbiz.de/10001676622

Nonlinear effects of exchange rate volatility on the volume of bilateral exports

Baum, Christopher F.; Caglayan, Mustafa; Ozkan, Neslihan - In: Journal of applied econometrics 19 (2004) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10001924617

Persistent dependence in foreign exchange rates? : A reexamination

Barkoulas, John T.; Baum, Christopher F.; Caglayan, Mustafa - In: Global financial markets : issues and strategies, (pp. 153-164). 2004

Persistent link: https://www.econbiz.de/10002569538

Credit rating agency announcements and the eurozone sovereign debt crisis

Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2013

This paper studies the impact of credit rating agency (CRA) announcements on the value of the Euro and the yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011-2012. The employed GARCH models show that CRA downgrade...

Persistent link: https://www.econbiz.de/10010206145

Credit rating agency downgrades and the Eurozone sovereign debt crises

Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2014

Persistent link: https://www.econbiz.de/10010364718

The volatility of international trade flows and exchange rate uncertainty

Baum, Christopher F.; Caglayan, Mustafa - 2009

Persistent link: https://www.econbiz.de/10003839709

Effects of exchange rate volatility on the volume and volatility of bilateral exports

Baum, Christopher F. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003337179

On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty

Baum, Christopher F.; Caglayan, Mustafa - In: Journal of international money and finance 29 (2010) 1, pp. 79-93

Persistent link: https://www.econbiz.de/10003938660

Credit rating agency downgrades and the Eurozone sovereign debt crises

Baum, Christopher F.; Schäfer, Dorothea; Stephan, Andreas - In: Journal of financial stability 24 (2016), pp. 117-131

Persistent link: https://www.econbiz.de/10011704126

Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises

Baum, Christopher F. - 2016

This paper studies the impact of credit rating agency (CRA) downgrade announcements on the value of the Euro and the yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011-2012. The employed GARCH models show that CRA...

Persistent link: https://www.econbiz.de/10013003953