Exchange rate regime, volatility and international correlations on bond and stock markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference21 articles.
1. The stabilizing effect of the ERM on exchange rates and interest rates;Artis;Int. Monet. Fund Staff Pap.,1994
2. Business cycles and the exchange rate regime: some international evidence;Baxter;J. Monet. Econ.,1989
3. Modelling the coherence in short-run nominal exchange rates: a multivariate generalized approach;Bollerslev;Rev. Econ. Stat.,1990
4. Borio, C.E.V., McCauley, R.N., 1995. The Anatomy of the Bond Market Turbulence of 1994. Bank of International Settlements Working Paper 32.
5. Commission of the European Communities, 1990. One Market, One Money. European Economy 44.
Cited by 79 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A state-dependent international CAPM for partially integrated markets: Using local and US risk factors;Global Finance Journal;2024-09
2. Exchange rates, bond yields and the stock market: nonlinear evidence of Indonesia during the COVID-19 period;Asian Journal of Economics and Banking;2023-04-07
3. The Link between Bitcoin Price Changes and the Exchange Rates in European Countries with Non-Euro Currencies;Journal of Risk and Financial Management;2023-04-06
4. The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations;The European Journal of Finance;2023-03-21
5. Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies;Resources Policy;2022-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3