...Sachin Singh; Mohinder Singh; Shradha Attri Purpose The study aims to investigate the volatility linkages among macroeconomic indicators such as crude oil, exchange rate, interest rate, gold and equity markets in the three major Asian economies: India, China and Japan. Design/methodology...

...Satish Kumar; Rajesh Pathak Purpose We investigate how the COVID-19 pandemic affected the efficiency of exchange rate, stock and cryptocurrency returns by analyzing a well-known calendar anomaly, the turn-of-the-month (TOM) effect. Design/methodology/approach We define the TOM days...

...Katrina Bradley; Peter Moles The effect of exchange rate movements on firm value is important to firms engaged in international transactions. These accounting exposures can be managed using financial instruments. However, the competitive or strategic effects that create economic exposure require...