On asymmetric volatility effects in currency markets

Empirical Economics ◽

10.1007/s00181-021-02091-7 ◽

2021 ◽

Author(s):

Dooyeon Cho ◽

Seunghwa Rho

Keyword(s):

Currency Markets ◽

Asymmetric Volatility

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Dynamics of Asset Returns Considering Asymmetric Volatility Effects: Evidences from Korean Asset Markets

KDI Journal of Economic Policy ◽

10.23895/kdijep.2011.33.1.93 ◽

2011 ◽

Vol 33 (1) ◽

pp. 93-124

Author(s):

Yun-Yeong Kim ◽

Lee, Jinsoo

Keyword(s):

Asset Returns ◽

Asset Markets ◽

Asymmetric Volatility

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Macroeconomic Announcements and Asymmetric Volatility in Bond Returns

10.2469/dig.v37.n2.4584 ◽

2007 ◽

Vol 37 (2) ◽

pp. 10-12

Author(s):

Bruce D. Phelps

Keyword(s):

Asymmetric Volatility ◽

Macroeconomic Announcements ◽

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Asymmetric volatility and macroeconomic factors on Indonesian government bond returns

Jurnal Keuangan dan Perbankan ◽

10.26905/jkdp.v23i3.2613 ◽

2019 ◽

Vol 23 (3) ◽

Author(s):

Debbie Megasari ◽

Hermanto Siregar ◽

Ferry Syarifuddin

Keyword(s):

Government Bond ◽

Macroeconomic Factors ◽

Asymmetric Volatility ◽

Indonesian Government ◽

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Procyclicality mitigation for initial margin models with asymmetric volatility

The Journal of Risk ◽

10.21314/jor.2020.435 ◽

2020 ◽

Author(s):

Elena Goldman ◽

Xiangjin Shen

Keyword(s):

Asymmetric Volatility

and

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Realizing the Impacts of Sovereign Ratings on Equity and Currency Markets during Financial Crises: High Frequency Evidence from the Pacific-Rim

SSRN Electronic Journal ◽

10.2139/ssrn.1240168 ◽

2008 ◽

Author(s):

Sirimon Treepongkaruna ◽

Eliza Wu

Keyword(s):

High Frequency ◽

Financial Crises ◽

Pacific Rim ◽

Currency Markets ◽

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The Asymmetric Volatility of Yen Currency Futures: International Cross Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1596635 ◽

2010 ◽

Author(s):

Richard Paul Gregory

Keyword(s):

Asymmetric Volatility ◽

Currency Futures

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Asymmetric Volatility in Oil Futures

SSRN Electronic Journal ◽

10.2139/ssrn.1596632 ◽

2010 ◽

Author(s):

Richard Paul Gregory

Keyword(s):

Oil Futures ◽

Asymmetric Volatility

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India VIX: Examining the Negative and Asymmetric Volatility Index – Market Return Relationship

SSRN Electronic Journal ◽

10.2139/ssrn.2078164 ◽

2012 ◽

Author(s):

Gangineni Dhananjhay ◽

Raghunatha Reddy ◽

Dr. T. N. L. Prasad

Keyword(s):

Asymmetric Volatility ◽

Market Return ◽

Volatility Index ◽

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Bad Environments Good Environments: A Non-Gaussian Asymmetric Volatility Model

SSRN Electronic Journal ◽

10.2139/ssrn.2480691 ◽

2014 ◽

Author(s):

Geert Bekaert ◽

Eric C. Engstrom ◽

Andrey Ermolov

Keyword(s):

Asymmetric Volatility ◽

Volatility Model ◽

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Uncertainty of Trading Rules in Currency Markets: An Application of Nonparametric Bootstrapping

SSRN Electronic Journal ◽

10.2139/ssrn.252518 ◽

2000 ◽

Author(s):

Paolo Pasquariello

Keyword(s):

Currency Markets ◽

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