Showing 1 - 10 of 62
We assess the role played by exchange rates in buffering or amplifying the propagation of shocks across international equity markets. Using copula functions we model the joint dependence between exchange rates and two global equity markets and, from a copula framework, we obtain the conditional...
Persistent link: https://www.econbiz.de/10012549999
and their volatility on trade flows in two small, open economies – Chile and New Zealand – with three major trading … exchange volatility impacts trade flows in the small, open economies more than was found for larger economies. Findings do not … clearly indicate the direction of the impact, i.e. whether this volatility increases or decreases trade in all countries and …
Persistent link: https://www.econbiz.de/10009684793
Persistent link: https://www.econbiz.de/10000934033
Persistent link: https://www.econbiz.de/10000952887
Persistent link: https://www.econbiz.de/10000980453
Persistent link: https://www.econbiz.de/10000984192
Persistent link: https://www.econbiz.de/10000913753
Persistent link: https://www.econbiz.de/10000924111
Persistent link: https://www.econbiz.de/10001380392
Persistent link: https://www.econbiz.de/10001380657