Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty

Policy Uncertainty ◽

Exchange Markets ◽

Trade Policy Uncertainty

On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty

Resources Policy ◽

10.1016/j.resourpol.2021.102110 ◽

2021 ◽

Vol 72 ◽

pp. 102110

Author(s):

Ismail O. Fasanya ◽

Oluwasegun B. Adekoya ◽

Abiodun M. Adetokunbo

Keyword(s):

Economic Policy ◽

Foreign Exchange ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited

Journal of Business and Economic Statistics ◽

10.1080/07350015.2018.1512865 ◽

2018 ◽

Vol 38 (2) ◽

pp. 410-427 ◽

Cited By ~ 3

Author(s):

Jérôme Lahaye ◽

Christopher Neely

Keyword(s):

Foreign Exchange ◽

Heat Waves ◽

Meteor Shower ◽

Volatility Spillovers ◽

Welfare Effects of Transparency in Foreign Exchange Markets: The Role of Hedging Opportunities

IMF Working Papers ◽

10.5089/9781451875188.001 ◽

2002 ◽

Vol 02 (219) ◽

pp. 1

Author(s):

Burkhard Drees ◽

Bernhard Eckwert ◽

◽

Keyword(s):

Foreign Exchange ◽

Welfare Effects ◽

Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets

Journal of Multinational Financial Management ◽

10.1016/j.mulfin.2003.02.001 ◽

2004 ◽

Vol 14 (3) ◽

pp. 217-232 ◽

Cited By ~ 45

Author(s):

Suk-Joong Kim ◽

Michael D. McKenzie ◽

Robert W. Faff

Keyword(s):

Foreign Exchange ◽

Macroeconomic News ◽

News Announcements ◽

Welfare Effects of Transparency in Foreign Exchange Markets: The Role of Hedging Opportunities

SSRN Electronic Journal ◽

10.2139/ssrn.880906 ◽

2002 ◽

Author(s):

Burkhard Drees ◽

Bernhard Eckwert

Keyword(s):

Foreign Exchange ◽

Welfare Effects ◽

Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods

International Economics ◽

10.1016/j.inteco.2019.11.004 ◽

2020 ◽

Vol 161 ◽

pp. 66-82 ◽

Cited By ~ 2

Author(s):

Khamis Hamed Al-Yahyaee ◽

Syed Jawad Hussain Shahzad ◽

Walid Mensi

Keyword(s):

Economic Policy ◽

Foreign Exchange ◽

Tail Dependence ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

Exchange Markets ◽

Dependence Structures

Welfare Effects of Transparency in Foreign Exchange Markets: the Role of Hedging Opportunities

Review of International Economics ◽

10.1111/1467-9396.00395 ◽

2003 ◽

Vol 11 (3) ◽

pp. 453-463 ◽

Cited By ~ 16

Author(s):

Burkhard Drees ◽

Bernhard Eckwert

Keyword(s):

Foreign Exchange ◽

Welfare Effects ◽

The role of jumps in volatility spillovers in foreign exchange markets: meteor showers and heat waves revisited

10.20955/wp.2014.034 ◽

2014 ◽

Cited By ~ 1

Author(s):

Christopher J. Neely ◽

Jérôme Lahaye

Keyword(s):

Foreign Exchange ◽

Heat Waves ◽

Meteor Showers ◽

Volatility Spillovers ◽

World Scientific Studies in International Economics - Information Spillovers and Market Integration in International Finance ◽

Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets

10.1142/9789813223585_0005 ◽

2017 ◽

pp. 151-174

Author(s):

Suk-Joong Kim ◽

Michael D. McKenzie ◽

Robert W. Faff

Keyword(s):

Foreign Exchange ◽

Macroeconomic News ◽

News Announcements ◽

A Study on the Efficiency of the Foreign Exchange Markets: Evidence from Korea, Japan and China

The Institute of Management and Economy Research ◽

10.32599/apjb.11.1.202003.61 ◽

2020 ◽

Vol 11 (1) ◽

pp. 61-75

Author(s):

Il-Hyun Yoon ◽

Yong-Min Kim

Keyword(s):

Foreign Exchange ◽

Exchange Markets ◽

Japan And China