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Is gold a safe haven for the dynamic risk of foreign exchange?
Wang, Kuan Min; Thi, Thanh-binh Nguyen; Lee, Yuan-Ming - In: Future Business Journal 7 (2021), pp. 1-17
This paper uses the panel data of 15 countries from 2009 to 2020 to construct the time-varying parameter panel vector error correction model for testing the hypothesis of dynamic hedging characteristics of gold on exchange rate. As the existing literature has never considered that the foreign...
Persistent link: https://www.econbiz.de/10012668314
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Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago; Lovreta, Lidija - In: Finance research letters 28 (2019), pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
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Offshoring under uncertainty
Kohler, Wilhelm; Kukharskyy, Bohdan - In: European economic review : EER 118 (2019), pp. 158-180
Persistent link: https://www.econbiz.de/10012263034
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Trade and employment volatility of firms during the global financial crisis and post-crisis
Kim, Minjung - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2091-2109
Persistent link: https://www.econbiz.de/10013197271
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The impact of exchange rate volatility on the industry-level geographic diversification of global supply chain network
Ke, Jian-yu Fisher; Shabbir, Tayyeb; Corona, Jasmin - In: International journal of logistics economics and … 7 (2018) 4, pp. 366-387
Persistent link: https://www.econbiz.de/10012039585
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Risk premia on foreign exchange : a direct approach
Mun, Kyung-chun; Morgan, George Emir - In: Journal of multinational financial management 13 (2003) 3, pp. 231-250
Persistent link: https://www.econbiz.de/10001753726
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The effect of foreign currency borrowing and financial development on exports : a dynamic panel analysis on Asia-Pacific countries
Tang, Kin Boon; Tan, Hui Boon; Ahmad, Mohd Naseem Niaz - In: Journal of the Asia Pacific economy 18 (2013) 3, pp. 460-476
Persistent link: https://www.econbiz.de/10009769831
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Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach
Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16
-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …
Persistent link: https://www.econbiz.de/10011450341
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The impact of exchange rate volatility on international trade flows
McKenzie, Michael D. - In: Journal of economic surveys 13 (1999) 1, pp. 71-106
Persistent link: https://www.econbiz.de/10001255597
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Understanding the price of volatility risk in carry trades
Ahmed, Shamim; Valente, Giorgio - In: Journal of banking & finance 57 (2015), pp. 118-129
Persistent link: https://www.econbiz.de/10011543818