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The Volatility of US Dollar and the Impact on the Malaysian Stock Market

Kashan Pirzada - 2017

Objective – The purpose of this paper is to observe the volatile movement of the US dollar (‘USD') and its impact on the Malaysian stock market.Methodology/Technique – This study would look at how the USD had progressed and how it delivers a significant effect on the Malaysian stock...

Persistent link: https://www.econbiz.de/10012948457

Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor

Adriaan Boermans, Martijn; Burger, John D. - 2021

Policymakers fear the potentially destabilizing impact of fickle global investors on emerging markets. Euro area … currency denomination and issuer-level risk factors. First, euro area investors exhibit a strong home currency bias that … manifests itself both as a cross-sectional preference and in the form of relatively stable flows to Euro-denominated bonds over …

Persistent link: https://www.econbiz.de/10013240814

Co-movements in volatility of dependency between US dollar and euro : analysing by conditional heteroscedasticity models

Jamel, Lamia; Mansour, Sihem - In: International journal of management & enterprise … 18 (2019) 1/2, pp. 1-19

Persistent link: https://www.econbiz.de/10012116976

Co-Movements in Volatility of Dependency between US Dollar and Euro : Analyzing by Conditional Heteroscedasticity Models

Derbali, Abdelkader - 2017

between the US Dollar and the Euro. So, the conditional heteroscedasticity models are used to capture the time … US Dollar and the Euro during the period of study from January 02, 2000 to June 30, 2015. From the empirical findings, we … remark that the exchange rate returns between the US Dollar and the Euro show a highly volatility and validate the presence …

Persistent link: https://www.econbiz.de/10012942499

US dollar exchange rate elasticity of gold returns at different federal fund rate zones

Herley, Michael D.; Orłowski, Lucjan T.; Ritter, Mark A. - In: Economies : open access journal 12 (2024) 9, pp. 1-10

We examine the relationship between gold prices and the U.S. dollar exchange rate, arguing that their interactions are state-dependent and asymmetric under different market conditions. State dependency hinges on different short-term interest rate zones. To prove this point, we determine three...

Persistent link: https://www.econbiz.de/10015073524

The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Communication

Conrad, Christian; Lamla, Michael J. - 2013

We investigate the impact of the European Central Bank’s monetary policy communication during the press conference held after the monthly Governing Council meeting on the EUR-USD exchange rate in high-frequency. Based on the method of Content Analysis we construct communication indicators for...

Persistent link: https://www.econbiz.de/10014223949

Volatility Transmission in Emerging European Foreign Exchange Markets

Kočenda, Evžen - 2011

This paper studies the dynamics of volatility transmission between Central European (CE) currencies and the EUR/USD foreign exchange using model-free estimates of daily exchange rate volatility based on intraday data. We formulate a flexible yet parsimonious parametric model in which the daily...

Persistent link: https://www.econbiz.de/10013121364

Excess Comovements between the Euro/US Dollar and British Pound/US Dollar Exchange Rates

Kuehl, Michael - 2009

The aim of this paper is to discuss excess comovements for the Euro/US dollar and British pound/US dollar exchange …

Persistent link: https://www.econbiz.de/10013154177

The Intra-Day Impact of Communication on Euro-Dollar Volatility and Jumps

Dewachter, Hans - 2013

two measures: continuous volatility and discontinuous jumps . Focusing on the euro-dollar exchange rate, we provide … relatively severe, and higher than normal. Disentangling the US and Euro area statements, we also find that abnormal levels of … volatility are mostly driven by the communication of the Euro area officials rather than US authorities …

Persistent link: https://www.econbiz.de/10013085549

Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates

Kühl, Michael - 2009

The aim of this paper is to discuss excess comovements for the Euro/US dollar and British pound/US dollar exchange …

Persistent link: https://www.econbiz.de/10003905664