[HTML][HTML] US financial conditions index and its empirical impact on information transmissions across US-BRIC equity markets
Both price discovery and volatility spillovers act as information transmission mechanisms
across foreign boundaries. In this regard, the present study attempts to extend the findings …
across foreign boundaries. In this regard, the present study attempts to extend the findings …
[PDF][PDF] Türk döviz piyasasında mikro yapı ve oynaklık yayılması
AB Akay - 2010 - dspace.akdeniz.edu.tr
ÖZET “Türk Döviz Piyasasında Mikro Yapı ve Oynaklık Yayılması” başlıklı tez çalışmamızın
amacı, Türk döviz piyasasında oynaklık analizi ve döviz piyasası ile ulusal ve yabancı …
amacı, Türk döviz piyasasında oynaklık analizi ve döviz piyasası ile ulusal ve yabancı …
Exchange rate and interest rate exposure of UK industries using Ar (1)-Egarch-M approach
M Olugbode, J Pointon, AA El-Masry - Available at SSRN 1934552, 2011 - papers.ssrn.com
Exchange rate and interest rate risk have been documented as the most managed financial
risks by most UK non-financial firms and industries. This is probably because of the severe …
risks by most UK non-financial firms and industries. This is probably because of the severe …
Financial sector reforms and monetary policy reforms in Zambia
MCH Simatele - 2004 - mpra.ub.uni-muenchen.de
The dissertation comprises four chapters focusing on issues concerning policy re-forms and
monetary policy in Zambia. Chapter 1 briefly outlines the theoretical foundations for the …
monetary policy in Zambia. Chapter 1 briefly outlines the theoretical foundations for the …
[PDF][PDF] O Impacto das Intervenções do Banco Central Brasileiro no Mercado Cambial: uma análise de efetividade sobre a volatilidade
AO Lima - 2014 - repositorio.fgv.br
Desde a adoção do sistema de câmbio flutuante pelo Banco Central do Brasil, tanto a
autoridade monetária quanto o governo brasileiro têm instituído medidas convencionais e …
autoridade monetária quanto o governo brasileiro têm instituído medidas convencionais e …
[PDF][PDF] Estimation and Forecasting of Continuous Time Stochastic Volatility Model
F Jilani, HO Ali, SB Sassi - Journal of Financial Studies & …, 2012 - researchgate.net
This paper improves the estimation of continuous time stochastic model that treats volatility
as a latent variable and compares the forecasting performance of the Kalman filter …
as a latent variable and compares the forecasting performance of the Kalman filter …
The volatility of exchange rates and policy adjustments: A case for Turkey
R Salman - 2011 - search.proquest.com
Döviz piyasasındaki yüksek oynaklık seviyeleleri, özellikle bu piyasa sığ ve yüksek bir risk
algılaması barındırıyorsa merkez bankasının politika hedeflerinde sapmalara neden …
algılaması barındırıyorsa merkez bankasının politika hedeflerinde sapmalara neden …
Asymmetric information content of the YTL/US $ exchange rate return: new evidence from the post-crisis data using arma-egarch-m modeling
K Levent - 2008 - mpra.ub.uni-muenchen.de
In this paper, the volatility content of the YTL/US $ exchange rate return has been examined
for the post-2001 crisis period till the early periods of 2008. Using exponential GARCH …
for the post-2001 crisis period till the early periods of 2008. Using exponential GARCH …
ASYMMETRIC INFORMATION CONTENT OF THE YTL/US $ EXCHANGE RATE RETURN: NEW EVIDENCE FROM THE POST-CRISIS DATA USING ARMA …
C Saatcıoglu, L Korap - Çağ Üniversitesi Sosyal Bilimler Dergisi, 2008 - dergipark.org.tr
In this paper, the volatility content of the YTL/US $ exchange rate return has been examined
for the post-2001 crisis period till the early periods of 2008. Using exponential GARCH …
for the post-2001 crisis period till the early periods of 2008. Using exponential GARCH …
[引用][C] The leaning against the wind channel and aid driven intervention in Zambia
M Simatele, R Sweeny - Seminar Paper, SADEV, Sweeden, 2004