Uncertainty and herding behavior: evidence from cryptocurrencies

EA Coskun, CKM Lau, H Kahyaoglu - Research in International Business …, 2020 - Elsevier
The aim of this study is to examine the existence of herding behavior in the cryptocurrency
market under uncertainty by employing cross-sectional absolute deviation (CSAD) of …

[PDF][PDF] The impact of exchange rate volatility on the macro economic variables in Nigeria

RA Danmola - European scientific journal, 2013 - Citeseer
The study analyses the impact of exchange rate volatility on Macroeconomic variables and
with the help of Correlation Matrix, Ordinary Least Square (OLS) and Granger Causality test …

[HTML][HTML] International portfolio flows and exchange rate volatility in emerging Asian markets

GM Caporale, FM Ali, F Spagnolo… - Journal of International …, 2017 - Elsevier
This paper investigates the effects of equity and bond portfolio inflows on exchange rate
volatility using monthly bilateral data for the US vis-a-vis seven Asian developing and …

Impact of short-term interest rate on exchange rate: the case of Turkey

TB Saraç, K Karagöz - Procedia economics and finance, 2016 - Elsevier
After the crises in 2001 inflation targeting regime has been adopted and short-term interest
rates have been used as the main monetary policy tool in Turkey. In addition, Central Bank …

The euro to dollar exchange rate in the Covid‐19 era: Evidence from spectral causality and Markov‐switching estimation

KN Konstantakis, IG Melissaropoulos… - … Journal of Finance & …, 2023 - Wiley Online Library
In this paper, we analyse how the Covid‐19 pandemic changed the dynamics of the euro to
dollar exchange rate. To do so, we make use of spectral non‐causality tests to uncover the …

Interest rates, inflation, and exchange rates in fragile EMEs: A fresh look at the long-run interrelationships

H Şen, A Kaya, S Kaptan, M Cömert - The journal of international …, 2020 - Taylor & Francis
This study attempts to establish the possible existence of the long-run interrelationship
between interest rates, inflation, and exchange rates in five EMEs (Brazil, India, Indonesia …

Monetary policy shocks and exchange rate volatility in Nigeria

BW Adeoye, OM Saibu - 2014 - ir.unilag.edu.ng
This paper analysed the effects of monetary policy shocks using changes in various
monetary policy instruments on exchange rate volatility in Nigeria. This paper investigates …

The real exchange rate determination: An empirical investigation

WH Tsen - International review of economics & finance, 2011 - Elsevier
This study examines the real exchange rate determination in Asian economies. The
methods show that the real exchange rate and terms of trade can be jointly determined …

International shocks and the balance sheet of the Bank of France under the classical gold standard

G Bazot, MD Bordo, E Monnet - Explorations in Economic History, 2016 - Elsevier
Under the classical gold standard (1880–1914), the Bank of France maintained a stable
discount rate while the Bank of England changed its rate very frequently. Why did the …

Credit rationing, risk aversion, and industrial evolution in developing countries

EW Bond, J Tybout, H Utar - International Economic Review, 2015 - Wiley Online Library
Relative to their counterparts in high‐income regions, entrepreneurs in developing countries
face less efficient financial markets, more volatile macroeconomic conditions, and higher …