Predictors of exchange rate returns: evidence from Indonesia

F Zhang, PK Narayan, N Devpura - Financial Innovation, 2021 - Springer

In this paper, we examine if COVID-19 has impacted the relationship between oil prices and
stock returns predictions using daily Japanese stock market data from 01/04/2020 to …

被引用次数：46 相关文章所有 15 个版本

Foreign exchange market response to pandemic-induced fear: Evidence from (a) symmetric wild bootstrap likelihood ratio approach

G Olasehinde-Williams, I Olanipekun… - The Journal of …, 2021 - Taylor & Francis

This study tested whether pandemic-induced fear is a predictor of the exchange rate returns
of seven major currencies–Australian dollar, Canadian dollar, Swiss franc, yuan, EURO …

被引用次数：15 相关文章所有 6 个版本

Pandemic‐induced fear and government policy response as a measure of uncertainty in the foreign exchange market: Evidence from (a) symmetric wild bootstrap …

K Kathuria, N Kumar - Pacific Economic Review, 2022 - Wiley Online Library

The paper aims to examine the ability of a global fear index (GFI) based on the COVID‐19
pandemic and government policy responses as a measure of uncertainty in predicting eight …

[PDF][PDF] Fx Intervention Strategy And Exchange Rate Stability In Indonesia

SM Juhro, P Azwar - 2021 - publication-bi.org

This study aims to measure the effectiveness of foreign exchange (FX) intervention strategy
in Indonesia in affecting the rupiah exchange rate stability. Using the instrumental variable …

被引用次数：1 相关文章所有 3 个版本

Determinants of Exchange Rate Fluctuations in Nigeria

K Ayuba - 2022 - search.proquest.com

Exchange rate in any country across the globe is not stable because there are different
economic factors that determined stability of foreign exchange in a country. Nigeria has …