Our study employs network analysis to examine the interconnectedness in the Foreign
Exchange market, focusing on 18 key currencies from both advanced and emerging markets …

Jump dynamics in financial markets exhibit significant complexity, often resulting in
increased probabilities of subsequent jumps, akin to earthquake aftershocks. This study …

This study examines the nexus between external shocks and micro-transmission aspects of
volatility persistence and market efficiency for the Malawian Foreign exchange market …

The foreign exchange rate market is one of the most liquid and efficient. In this study, we
address the efficient analysis of this market by verifying the day-of-the-week effect with …

Purpose We aim to examine the impact of COVID-19 on the efficiency of Gold and Bitcoin
returns. In particular, our efficiency tests are based on the popular calendar anomaly, the …

COVID-19'un finansal piyasalara etkisi, literatürde önemli bir araştırma konusu olmuştur.
Özellikle 11 Mart 2020'de Dünya Sağlık Örgütü tarafından salgının, küresel bir pandemi …

The currency market is one of the main markets of the world's modern financial and
economic systems. With respect to the availability of information, this market is the most data …

Prospective shocks that force the immediate liquidation of securities to raise liquidity
determine the ex-ante excess returns on currencies–a liquidation premium to compensate …

Abstract In 2020, the COVID-19 pandemic presents a remarkable surge in market volatility,
stemming from its profound health and economic ramifications. This thesis endeavors to …

This research examines the foreign exchange market efficiency in Indonesia using currency
pairs chosen based on Indonesia's largest international trading partner by volume, namely …