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ECONIS (ZBW)
15,350
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1
Day-of-the-week effect of major
currency
pairs : new evidences from investors' fear gauge
Singh, Vipul Kumar
- In:
The journal of asset management
20
(
2019
)
7
,
pp. 493-507
Persistent link: https://www.econbiz.de/10012155317
Saved in:
2
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
3
Stock and
currency
market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
4
Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
Saved in:
5
Stock returns and carry trades
Chen, Zilin
;
Gang, Jianhua
;
Qian, Zongxin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013188433
Saved in:
6
Contagion across financial markets during COVID-19 : a look at volatility spillovers between the stock and foreign exchange markets in South Africa
Van Der Westhuizen, Chevaughn
;
Van Eyden, Reneé
;
Aye, …
-
2022
Persistent link: https://www.econbiz.de/10013166947
Saved in:
7
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
8
On the inherent instability of international financial markets : natural nonlinear interactions between stock and foreign exchange markets
Dieci, Roberto
;
Westerhoff, Frank H.
-
2011
speculators require foreign
currency
to conduct their trades, all three markets are connected. Our setup entails a natural …
Persistent link: https://www.econbiz.de/10009007640
Saved in:
9
Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil
Ely, Regis Augusto
- In:
Latin American business review : journal of the …
16
(
2015
)
4
,
pp. 305-325
Persistent link: https://www.econbiz.de/10011458821
Saved in:
10
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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