Consequences of Russian invasion on Ukraine: evidence from foreign exchange rates
Purpose The stability of exchange rates facilitates international trade, diminishes portfolio
risk, and ensures that economic policies are effective. The war in Ukraine is showing that the …
risk, and ensures that economic policies are effective. The war in Ukraine is showing that the …
Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency
The extreme price swings and complexity in cryptocurrency markets drives multifarious
research into co-movements, in both time and frequency, among cryptocurrencies. In this …
research into co-movements, in both time and frequency, among cryptocurrencies. In this …
Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic
NA Shahrier - The North American Journal of Economics and Finance, 2022 - Elsevier
The aim of this study is to examine the pure and fundamentals-based contagion effects in
ASEAN-5 exchange rates during Covid-19 period using daily exchange rates from June …
ASEAN-5 exchange rates during Covid-19 period using daily exchange rates from June …
A New EEMD‐Effective Transfer Entropy‐Based Methodology for Exchange Rate Market Information Transmission in Southern Africa Development Community
The desire to form monetary unions among regional blocs in Africa has necessitated the
need to assess the degree of financial systems interdependencies in Africa economic blocs …
need to assess the degree of financial systems interdependencies in Africa economic blocs …
Time-varying causality between oil price and exchange rate in five ASEAN economies
The aim of this study is to investigate the effect of oil price changes on the exchange rates of
the five ASEAN economies. In the study, a rolling and recursive evolving window algorithm …
the five ASEAN economies. In the study, a rolling and recursive evolving window algorithm …
Does Central bank transparency deter the exchange rate volatility? New evidence from Asian emerging markets
Exchange rate volatility has emerged as a significant challenge for Asian emerging markets
since the adoption of the liberalization process. This study examines the influence of central …
since the adoption of the liberalization process. This study examines the influence of central …
Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+ 3 countries
H Zhu, T Zeng, X Wang, X **a - The North American Journal of Economics …, 2025 - Elsevier
This study examines the frequency domain connectedness and synchronization between
the exchange rates of Association of Southeast Asian Nations (ASEAN) member countries …
the exchange rates of Association of Southeast Asian Nations (ASEAN) member countries …
Does the regional proximity lead to exchange rate spillover?
To understand whether regional proximity leads to exchange rate connectedness, we
explore dynamic co-movement of currencies from two important regions namely the South …
explore dynamic co-movement of currencies from two important regions namely the South …
Modelling foreign exchange rate co-movement and its spatial dependence in emerging markets: a spatial econometrics approach
This paper studies the impact of macroeconomic factors on co-movement in the foreign
exchange rate markets. Data of foreign exchange rates from 24 merging markets is used to …
exchange rate markets. Data of foreign exchange rates from 24 merging markets is used to …
[PDF][PDF] How network structure and exchange rate volatility drive the industrial ecosystem towards collapse: a global perspective
This study investigates the impact of topological structure and exchange rate volatility on the
collapse of industrial ecosystems. To answer this question, we developed a …
collapse of industrial ecosystems. To answer this question, we developed a …