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Asymmetric Volatility in the Foreign Exchange Markets
SSRN Electronic Journal
◽
10.2139/ssrn.927173
◽
2006
◽
Author(s):
Jian-Xin Wang
◽
Minxian Yang
Keyword(s):
Foreign Exchange
◽
Foreign Exchange Markets
◽
Asymmetric Volatility
◽
Exchange Markets
Download Full-text
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Cited By
References
Asymmetric volatility in the foreign exchange markets
Journal of International Financial Markets Institutions and Money
◽
10.1016/j.intfin.2008.10.001
◽
2009
◽
Vol 19
(4)
◽
pp. 597-615
◽
Cited By ~ 32
Author(s):
Jianxin Wang
◽
Minxian Yang
Keyword(s):
Foreign Exchange
◽
Foreign Exchange Markets
◽
Asymmetric Volatility
◽
Exchange Markets
Download Full-text
Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain
International Review of Economics & Finance
◽
10.1016/j.iref.2020.03.001
◽
2020
◽
Vol 68
◽
pp. 1-14
◽
Cited By ~ 1
Author(s):
Evan Warshaw
Keyword(s):
Frequency Domain
◽
Foreign Exchange
◽
Foreign Exchange Markets
◽
Volatility Spillover
◽
Asymmetric Volatility
◽
Exchange Markets
◽
European Equity
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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
◽
Foreign Exchange Markets
◽
Exchange Markets
◽
Japan And China
Download Full-text
Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets
10.15396/eres2015_69
◽
2015
◽
Author(s):
Simon Stevenson
Keyword(s):
Real Estate
◽
Foreign Exchange
◽
Foreign Exchange Markets
◽
Volatility Transmission
◽
Variate Analysis
◽
Exchange Markets
Download Full-text
Government Intervention and Adverse Selection Costs in Foreign Exchange Markets
CFA Digest
◽
10.2469/dig.v30.n4.757
◽
2000
◽
Vol 30
(4)
◽
pp. 16-18
Author(s):
Rajiv Kalra
Keyword(s):
Adverse Selection
◽
Foreign Exchange
◽
Government Intervention
◽
Foreign Exchange Markets
◽
Adverse Selection Costs
◽
Exchange Markets
Download Full-text
The Simultaneous Effect of Macroeconomic Surprises on Stock and Foreign Exchange Markets: Using U.S. And U.K. Data
SSRN Electronic Journal
◽
10.2139/ssrn.1100700
◽
2008
◽
Author(s):
Andrew Mun
Keyword(s):
Foreign Exchange
◽
Foreign Exchange Markets
◽
Simultaneous Effect
◽
Exchange Markets
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The Use of Foreign Exchange Markets by Non-Banks
SSRN Electronic Journal
◽
10.2139/ssrn.1865197
◽
2011
◽
Author(s):
James O'Connor
◽
James Wackett
◽
Robert Zammit
Keyword(s):
Foreign Exchange
◽
Foreign Exchange Markets
◽
Exchange Markets
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Election Cycles in Emerging Markets: Effects on Equity and Foreign Exchange Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1948775
◽
2011
◽
Author(s):
Juan Mier
Keyword(s):
Emerging Markets
◽
Foreign Exchange
◽
Foreign Exchange Markets
◽
Exchange Markets
◽
Election Cycles
Download Full-text
Foreign Exchange Markets' Perceptions of EMU Participation by Finland, France, Italy, and Portugal
SSRN Electronic Journal
◽
10.2139/ssrn.301189
◽
2002
◽
Author(s):
Bernd Wilfling
Keyword(s):
Foreign Exchange
◽
Foreign Exchange Markets
◽
Exchange Markets
Download Full-text
A span of continuous trades and liquidity dynamics in foreign exchange markets
International Journal of Finance & Economics
◽
10.1002/ijfe.2410
◽
2020
◽
Author(s):
Chih‐Chung Chien
◽
Shikuan Chen
◽
Ming‐Jen Chang
Keyword(s):
Foreign Exchange
◽
Foreign Exchange Markets
◽
Exchange Markets
Download Full-text
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