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

Mapping Intimacies ◽

10.20955/wp.2014.034 ◽

2014 ◽

Cited By ~ 1

Author(s):

Christopher J. Neely ◽

Jérôme Lahaye

Keyword(s):

Foreign Exchange ◽

Heat Waves ◽

Foreign Exchange Markets ◽

Meteor Showers ◽

Volatility Spillovers ◽

Exchange Markets

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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 ◽

Foreign Exchange Markets ◽

Volatility Spillovers ◽

Exchange Markets

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Asymmetric cross-market volatility spillovers: evidence from Indian equity and foreign exchange markets

DECISION ◽

10.1007/s40622-014-0044-2 ◽

2014 ◽

Vol 41 (3) ◽

pp. 261-270 ◽

Cited By ~ 6

Author(s):

Pradiptarathi Panda ◽

Malabika Deo

Keyword(s):

Foreign Exchange ◽

Market Volatility ◽

Foreign Exchange Markets ◽

Volatility Spillovers ◽

Exchange Markets

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Price and Volatility Spillovers between European Stock and Foreign Exchange Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1502642 ◽

2010 ◽

Author(s):

Markus S. Broman

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Volatility Spillovers ◽

Exchange Markets

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Asymmetric Cross-market Volatility Spillovers: Evidence from Daily Data on Equity and Foreign Exchange Markets

Manchester School ◽

10.1111/1467-9957.69.s1.5 ◽

2001 ◽

Vol 69 (s1) ◽

pp. 81-96 ◽

Cited By ~ 25

Author(s):

Nicholas Apergis ◽

Anthony Rezitis

Keyword(s):

Foreign Exchange ◽

Market Volatility ◽

Foreign Exchange Markets ◽

Volatility Spillovers ◽

Daily Data ◽

Exchange Markets

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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 ◽

Foreign Exchange Markets ◽

Exchange Markets

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Modelling return and volatility spillovers in global foreign exchange markets

Journal of Information and Optimization Sciences ◽

10.1080/02522667.2017.1367507 ◽

2018 ◽

Vol 39 (7) ◽

pp. 1417-1448 ◽

Cited By ~ 5

Author(s):

Afees A. Salisu ◽

Oluwatomisin J. Oyewole ◽

Ismail O. Fasanya

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Volatility Spillovers ◽

Exchange Markets

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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 ◽

Foreign Exchange Markets ◽

Macroeconomic News ◽

News Announcements ◽

Exchange Markets

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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 ◽

Foreign Exchange Markets ◽

Exchange Markets

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

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2020.09.001 ◽

2020 ◽

Author(s):

Toan Luu Duc Huynh ◽

Muhammad Ali Nasir ◽

Duc Khuong Nguyen

Keyword(s):

Trade Policy ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Policy Uncertainty ◽

Exchange Markets ◽

Trade Policy Uncertainty

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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 ◽

Foreign Exchange Markets ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

Exchange Markets

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