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“Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis”. (2014). Chuliá, Helena ; Valls, Natalia .
In: IREA Working Papers.
RePEc:ira:wpaper:201431.

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Cited: 1

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Cites: 28

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Ruipeng.
    In: Working Papers.
    RePEc:pre:wpaper:201728.

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References

References cited by this document

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Cocites

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  1. Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries. (2013). Çevik, Emrah ; Cevik, Emrah Ismail ; KOSEOGLU, Sinem Derindere .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:1:p:65-86.

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  2. The Exchange Rate Susceptibility of Some European Core Industries and the Currency Union. (2013). Süssmuth, Bernd ; Sussmuth, Bernd ; Leuwer, David.
    In: CESifo Working Paper Series.
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  3. Joint dynamics of foreign exchange and stock markets in emerging Europe. (2012). Ülkü, Numan ; Ãœlkü, Numan, ; Demirci, Ebru .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:1:p:55-86.

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  4. The Foreign Exchange Rate Exposure of Nations. (2011). Entorf, Horst ; Sonderhof, Katja ; Moebert, Jochen .
    In: Open Economies Review.
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  5. Firm-level exchange rate exposure in the Eurozone. (2010). Hutson, Elaine ; O'Driscoll, Anthony .
    In: International Business Review.
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  6. The Economic Exchange Rate Exposure: Evidence for a Small Open Economy. (2009). Rashid, Abdul.
    In: MPRA Paper.
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  7. Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure. (2009). Bartram, Söhnke ; Minton, Bernadette ; Brown, Gregory W..
    In: MPRA Paper.
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  8. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Tamazian, Artur ; Chousa, Juan Pieiro ; Melikyan, Davit N..
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  9. Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure. (2008). Guldi, Melanie ; Aysun, Uluc.
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  10. Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets. (2008). Bodnar, Gordon ; Bartram, Söhnke.
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  11. Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions. (2008). Bartram, Söhnke ; Helwege, Jean ; Burns, Natasha.
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  12. The foreign exchange rate rate exposure of nations. (2007). Sonderhof, Katja ; Entorf, Horst ; Moeber, Jochen.
    In: ZEW Discussion Papers.
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  13. The response of industry stock returns to market, exchange rate and interest rate risks. (2007). Hyde, Stuart.
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  14. Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk. (2007). Bartram, Söhnke.
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  15. The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan. (2007). Lee, Yen-Hsien.
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  16. German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2005). Entorf, Horst ; Jamin, .
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  17. Exchange rate exposure of stock returns at firm level. (2005). Premaratne, Gamini ; Jayasinghe, Prabhath .
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  18. Exchange rate and stock prices in Japan. (2005). Tsutsui, Yoshiro ; Homma, Tetsushi ; Benzion, Uri ; Ben Zion, Uri.
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  19. The Exchange Rate Exposure Puzzle. (2005). Bodnar, Gordon ; Bartram, Söhnke.
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  20. Bivariate Causality between Exchange Rates and Stock Prices on Major Asian Countries. (2005). Lean, Hooi Hooi ; Halim, Marwan .
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  21. German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2004). Entorf, Horst ; Jamin, Gosta .
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  22. The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis. (2004). El-Masry, Ahmed A..
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  23. The foreign exchange exposure of capital structure: the 1997 Asian crises revisited. (2004). Ho, Tsung-Wu .
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  24. Foreign Exchange exposure, corporate financial policies and the exchange rate regime: Evidence from Brazil. (2004). Rossi, Jose ; Jose Luiz Rossi Junior, .
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  25. The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures. (2004). Karolyi, G. ; Bartram, Söhnke.
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  28. Exchange Rate Pegs and Foreign Exchange Exposure in East Asia. (2002). Popper, Helen ; Parsley, David.
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  29. The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures. (2002). Karolyi, G. ; Bartram, Söhnke ; Kleimeier, Stefanie.
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  30. Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations. (2002). Bartram, Söhnke.
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  35. A Re-Examination of Exchange Rate Exposure. (2001). Tesar, Linda ; Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
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  36. A Re-Examination of Exchange Rate Exposure. (2001). Tesar, Linda ; Dominguez, Kathryn ; Kathryn M. E Dominguez, .
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  38. The effects of exchange rate movements on non-financial UK firms. (2001). Bradley, Katrina ; Moles, Peter .
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  39. The Cost of Capital in International Financial Markets: Local or Global. (2001). van Dijk, Mathijs ; Kool, Clemens ; Koedijk, Kees ; Schotman, Peter ; Kool, Clemens J. M., .
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  40. A Reexamination of Exchange-Rate Exposure. (2001). Tesar, Linda ; Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
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  41. Estimating Exchange Rate Exposures: Some Weighty Issues. (2000). Bodnar, Gordon ; M. H. Franco Wong, .
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  42. Pass-through and Exposure. (2000). Bodnar, Gordon ; Dumas, Bernard ; Marston, Richard C..
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  43. A Simple Model of Foreign Exchange Exposure. (2000). Bodnar, Gordon ; Marston, Richard C..
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  44. International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns. (1997). Stulz, René ; Griffin, John M..
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  45. Openness and the exchange rate exposure of national stock markets - a note. (1997). Friberg, Richard ; Nydahl, Stefan.
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  46. The Exchange Rate Exposure of U.S. and Japanese Banking Institutions. (1996). Popper, Helen ; Chamberlain, Sandra L. ; Howe, John S..
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  47. The Effects of Industry Structure on Economic Exposure. (1996). Marston, Richard C..
    In: NBER Working Papers.
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  48. Investment, pass-through, and exchange rates: a cross-country comparison. (1996). Goldberg, Linda ; Campa, Jose.
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  49. Exchange Rate Variability and the Riskiness of U.S. Multinational Firms:Evidence from the Breakdown of the Bretton Woods System. (1995). Bodnar, Gordon ; Kaul, Aditya ; Bartov, Eli.
    In: NBER Working Papers.
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  50. Investment, Pass-Through and Exchange Rates: A Cross-Country Comparison. (1995). Goldberg, Linda ; Campa, Jose.
    In: NBER Working Papers.
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