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A wavelet decomposition approach to crude oil price and exchange rate dependence

Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: Economic modelling 32 (2013), pp. 42-57

Persistent link: https://www.econbiz.de/10009760777

Can gold hedge and preserve value when the US dollar depreciates?

Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: Economic modelling 39 (2014), pp. 168-173

Persistent link: https://www.econbiz.de/10010419909

Oil and US dollar exchange rate dependence : a detrended cross-correlation approach

Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Energy economics 42 (2014), pp. 132-139

Persistent link: https://www.econbiz.de/10010502956

Gold and exchange rates : downside risk and hedging at different investment horizons

Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: International review of economics & finance : IREF 34 (2014), pp. 267-279

Persistent link: https://www.econbiz.de/10010533150

Downside and upside risk spillovers between exchange rates and stock prices

Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96

Persistent link: https://www.econbiz.de/10011634069

Long-Range Dependence in Exchange Rates : The Case of the European Monetary System

Souza, Sergio - 2009

In this work we measure the evolution of the long-range dependence phenomenon of returns and volatilities of nominal British exchange rates (British pound against US dollar) futures contracts negotiated on the Chicago Mercantile Exchange from 1986 to 2004. The measurement employs the R/S classic...

Persistent link: https://www.econbiz.de/10013153466

Investigação da memória de longo prazo da taxa de câmbio no Brasil

Souza, Sergio Rubens Stancato de (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003358256

Investigação da memória de longo prazo na taxa de câmbio no Brasil

Souza, Sergio R. S.; Tabak, Benjamin Miranda; Cajueiro, … - In: Revista brasileira de economia : RBE ; revista da … 60 (2006) 2, pp. 193-209

Persistent link: https://www.econbiz.de/10003407357

Long-range dependence in exchange rates: the case of the European Monetary System

Souza, Sergio R. S.; Tabak, Benjamin Miranda; Cajueiro, … - In: International journal of theoretical and applied finance 11 (2008) 2, pp. 199-223

Persistent link: https://www.econbiz.de/10003703073