Keywords: F31
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal Articles
Managerial Finance (2023) 49 (10): 1535–1557.
Published: 06 April 2023
..., that is, whether exchange rate fluctuations are transmitted to stock returns. A simple bivariate model is given in equations (1a) and (1b) Volatility Exchange rates Cointegration VECM GARCH F21 F31 G11 In today's increasingly globalized economy and international financial...
Journal Articles
Managerial Finance (2021) 47 (12): 1736–1764.
Published: 06 July 2021
... analysis F31 F41 G10 Evans and Rime (2016) develop a decomposition for the depreciation exchange rate that aims at identifying the type and the importance of information transmitted by order flows. Here, the main objective is to examine whether order flows convey fundamental...

or Create an Account

Close subscription notice
Close access options