Volatility Transmission between Stock and Exchange-Rate Markets: A Connectedness Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.2851386 ◽

2016 ◽

Author(s):

Fernando Fernnndez Rodrrguez ◽

Simmn Sosvilla Rivero

Keyword(s):

Exchange Rate ◽

Volatility Transmission ◽

Exchange Rate Markets

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Volatility Transmission and Volatility Impulse Response Functions in the Main and the Satellite Renminbi Exchange Rate Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3914520 ◽

2020 ◽

Author(s):

Michael Funke ◽

Julius Loermann ◽

Andrew Tsang

Keyword(s):

Exchange Rate ◽

Impulse Response ◽

Impulse Response Functions ◽

Response Functions ◽

Volatility Transmission ◽

Exchange Rate Markets

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Nonlinear bidirectional multiscale volatility transmission effect between stocks and exchange rate markets in the selected African countries

Economic Research-Ekonomska Istraživanja ◽

10.1080/1331677x.2020.1844585 ◽

2020 ◽

pp. 1-28

Author(s):

Dejan Živkov ◽

Boris Kuzman ◽

Andrea Andrejević-Panić

Keyword(s):

Exchange Rate ◽

African Countries ◽

Volatility Transmission ◽

Transmission Effect ◽

Exchange Rate Markets

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Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets

Review of International Economics ◽

10.1111/roie.12577 ◽

2021 ◽

Author(s):

Michael Funke ◽

Julius Loermann ◽

Andrew Tsang

Keyword(s):

Exchange Rate ◽

Impulse Response ◽

Impulse Response Functions ◽

Response Functions ◽

Volatility Transmission ◽

Exchange Rate Markets

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An Impact of Japan and Korea Exchange Rate Volatilities in Southeast Asia Two Exchange Rate Markets: Empirical Study of Thailand and Philippine Countries

International Review of Management and Business Research ◽

10.30543/8-2(2019)-11 ◽

2019 ◽

Vol 8 (2) ◽

pp. 240-247

Author(s):

YAO-CHENG TSAI ◽

WANN-JYI HORNG

Keyword(s):

Exchange Rate ◽

Empirical Study ◽

Southeast Asia ◽

Exchange Rate Markets

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Exchange Rate Markets and Conservative Inferential Expectations

SSRN Electronic Journal ◽

10.2139/ssrn.952347 ◽

2006 ◽

Author(s):

Gordon Douglas Menzies ◽

Daniel John Zizzo

Keyword(s):

Exchange Rate ◽

Exchange Rate Markets

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Similarities in Southern African Development Community (SADC) Exchange Rate Markets Structure: Evidence from the Ensemble Empirical Mode Decomposition

Journal of African Business ◽

10.1080/15228916.2021.1874795 ◽

2021 ◽

pp. 1-16

Author(s):

Anokye M. Adam ◽

Kwabena Kyei ◽

Simiso Moyo ◽

Ryan Gill ◽

Emmanuel N. Gyamfi

Keyword(s):

Exchange Rate ◽

Empirical Mode Decomposition ◽

Ensemble Empirical Mode Decomposition ◽

Southern African Development Community ◽

African Development ◽

Mode Decomposition ◽

Exchange Rate Markets

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A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets

Journal of Business and Economic Statistics ◽

10.1080/07350015.2015.1137757 ◽

2017 ◽

Vol 36 (1) ◽

pp. 101-114 ◽

Author(s):

Roberto Casarin ◽

Domenico Sartore ◽

Marco Tronzano

Keyword(s):

Exchange Rate ◽

Markov Switching ◽

Correlation Model ◽

Exchange Rate Markets

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Multifrequency network for SADC exchange rate markets using EEMD-based DCCA

Journal of Economics and Finance ◽

10.1007/s12197-021-09560-w ◽

2021 ◽

Author(s):

Anokye M. Adam ◽

Kwabena Kyei ◽

Simiso Moyo ◽

Ryan Gill ◽

Emmanuel N. Gyamfi

Keyword(s):

Exchange Rate ◽

Exchange Rate Markets

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Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate

Energy Economics ◽

10.1016/j.eneco.2013.05.003 ◽

2013 ◽

Vol 39 ◽

pp. 169-176 ◽

Author(s):

Afees A. Salisu ◽

Hakeem Mobolaji

Keyword(s):

Exchange Rate ◽

Oil Price ◽

Volatility Transmission

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Analysis of the Correlation Structure between Stock and Exchange Rate Markets: An Example of China on Asian emerging Markets

Accounting and Finance Research ◽

10.5430/afr.v5n2p104 ◽

2016 ◽

Vol 5 (2) ◽

Author(s):

Ming-Chieh Wang ◽

Sook-Hui Lee

Keyword(s):

Exchange Rate ◽

Emerging Markets ◽

Correlation Structure ◽

Exchange Rate Markets ◽

Asian Emerging Markets

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