Long Memory Features Evolve in the Time-varying Process in Asia-pacific Foreign Exchange Markets

Procedia Economics and Finance ◽

10.1016/s2212-5671(14)00714-x ◽

2014 ◽

Vol 14 ◽

pp. 286-294 ◽

Author(s):

Sang Hoon Kang ◽

Ron Mclver ◽

Sung-Yong Park ◽

Seong-Min Yoon

Keyword(s):

Foreign Exchange ◽

Long Memory ◽

Foreign Exchange Markets ◽

Asia Pacific ◽

Time Varying ◽

Exchange Markets

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Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements

International Review of Economics & Finance ◽

10.1016/j.iref.2013.10.004 ◽

2014 ◽

Vol 30 ◽

pp. 101-119 ◽

Author(s):

Walid Mensi ◽

Shawkat Hammoudeh ◽

Seong-Min Yoon

Keyword(s):

Foreign Exchange ◽

Long Memory ◽

Structural Breaks ◽

Foreign Exchange Markets ◽

News Announcements ◽

Modeling And Forecasting ◽

Exchange Markets ◽

Forecasting Volatility

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Testing for martingale difference hypothesis with structural breaks: Evidence from Asia–Pacific foreign exchange markets

Borsa Istanbul Review ◽

10.1016/j.bir.2016.09.001 ◽

2016 ◽

Vol 16 (4) ◽

pp. 210-218 ◽

Author(s):

Afees A. Salisu ◽

Tirimisiyu F. Oloko ◽

Oluwatomisin J. Oyewole

Keyword(s):

Foreign Exchange ◽

Structural Breaks ◽

Foreign Exchange Markets ◽

Asia Pacific ◽

Martingale Difference ◽

Exchange Markets

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A multivariate GARCH in mean approach to testing uncovered interest parity: evidence from Asia-Pacific foreign exchange markets

The Quarterly Review of Economics and Finance ◽

10.1016/s1062-9769(01)00105-3 ◽

2001 ◽

Vol 41 (4) ◽

pp. 441-460 ◽

Author(s):

Chu-Sheng Tai

Keyword(s):

Foreign Exchange ◽

Multivariate Garch ◽

Foreign Exchange Markets ◽

Asia Pacific ◽

Uncovered Interest Parity ◽

Exchange Markets ◽

Interest Parity

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Looking for risk premium and contagion in Asia-Pacific foreign exchange markets

International Review of Financial Analysis ◽

10.1016/j.irfa.2004.02.020 ◽

2004 ◽

Vol 13 (4) ◽

pp. 381-409 ◽

Author(s):

Chu-Sheng Tai

Keyword(s):

Foreign Exchange ◽

Risk Premium ◽

Foreign Exchange Markets ◽

Asia Pacific ◽

Exchange Markets

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Foreign Exchange Markets Efficiency: Asia-Pacific Focus

SSRN Electronic Journal ◽

10.2139/ssrn.2125910 ◽

2012 ◽

Author(s):

Yuen Meng Jeff Wong

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Asia Pacific ◽

Exchange Markets

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The Impact of Political Events Related to European Fiscal Governance on the Volatility of a Time-varying Risk Premium in Euro Foreign Exchange Markets: The Early Years of European Fiscal Governance

Journal of Finance & Economics ◽

10.12735/jfe.v3i4p11 ◽

2015 ◽

Vol 3 (4) ◽

pp. 11-37

Author(s):

Christian Fahrholz ◽

Keyword(s):

Foreign Exchange ◽

Risk Premium ◽

Early Years ◽

Foreign Exchange Markets ◽

Time Varying ◽

Political Events ◽

Exchange Markets ◽

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Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets

Research in International Business and Finance ◽

10.1016/j.ribaf.2018.02.005 ◽

2018 ◽

Vol 46 ◽

pp. 211-226 ◽

Author(s):

Saint Kuttu ◽

Anthony Q.Q. Aboagye ◽

Godfred A. Bokpin

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Time Varying ◽

Exchange Markets ◽

Jump Dynamics ◽

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Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data

Research in International Business and Finance ◽

10.1016/j.ribaf.2008.11.001 ◽

2009 ◽

Vol 23 (3) ◽

pp. 322-338 ◽

Author(s):

A.S.M. Sohel Azad

Keyword(s):

Random Walk ◽

Foreign Exchange ◽

Currency Crisis ◽

Foreign Exchange Markets ◽

Asia Pacific ◽

Exchange Markets ◽

Asian Currency Crisis

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Time varying correlations and causalities between stock and foreign exchange markets: Evidence from China, Japan and Korea

Investment Analysts Journal ◽

10.1080/10293523.2019.1670385 ◽

2019 ◽

Vol 48 (4) ◽

pp. 278-297 ◽

Author(s):

Young K. Park ◽

Ki Beom Binh ◽

Suk-Joong Kim

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Time Varying ◽

Exchange Markets

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Time-varying/sign-switching risk perception on foreign exchange markets

International Journal of Finance & Economics ◽

10.1002/(sici)1099-1158(199807)3:3<241::aid-ijfe79>3.0.co;2-d ◽

1998 ◽

Vol 3 (3) ◽

pp. 241-259

Author(s):

Giampiero M. Gallo ◽

Barbara Pacini

Keyword(s):

Risk Perception ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Time Varying ◽

Exchange Markets

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