Financial cycles in the economy and in economic research: A case study in China
This work explores the relationship between financial cycles in the economy and in
economic research. To this aim, we take China as an empirical example, and an intuitive …
economic research. To this aim, we take China as an empirical example, and an intuitive …
Sovereign default network and currency risk premia
L Yang, L Yang, X Cui - Financial Innovation, 2023 - Springer
We construct a sovereign default network by employing high-dimensional vector
autoregressions obtained by analyzing connectedness in sovereign credit default swap …
autoregressions obtained by analyzing connectedness in sovereign credit default swap …
Exchange rate volatility and causality effect of Sri Lanka (LKR) with Asian emerging countries currency against USD
This study an attempt to examine the long-run volatility and causality effects of Sri Lankan
(LKR) currency and nine currency of emerging countries in Asia against USD over 17 years …
(LKR) currency and nine currency of emerging countries in Asia against USD over 17 years …
Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method
This paper constructs a heterogeneous agent model for the foreign exchange market that is
based on the law of supply and demand and includes carry trade, central bank intervention …
based on the law of supply and demand and includes carry trade, central bank intervention …
[PDF][PDF] THE CAUSAL NEXUS OF MAJOR and EXOTIC CURRENCIES
H YILDIRIM, AA ALOLA - ACADEMIC STUDIES, 2019 - researchgate.net
The effective market hypothesis emphasizes that new information introduced to the market
could lead to rapid pricing and volatility in markets. This volatility can continue until the …
could lead to rapid pricing and volatility in markets. This volatility can continue until the …