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Economic Interdependence and Flexible Exchange Rates
0 references·16 citing·55 second hopsampled
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A wavelet coherence analysis (2017)Does the crude oil price infl…Downside and upside risk spillovers between exchange rates and stock prices (2015)Downside and upside risk spil…Oil price and exchange rates: A wavelet based analysis for India (2013)Oil price and exchange rates:…Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011)Stock market volatility and e…Modelling oil price and exchange rate co-movements (2011)Modelling oil price and excha…Dynamic relationship between exchange rate and stock price: Evidence from China (2009)Dynamic relationship between …Dependence structure between the equity market and the foreign exchange market–A copula approach (2009)Dependence structure between …Financial Crash, Commodity Prices, and Global Imbalances (2008)Financial Crash, Commodity Pr…Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets (2007)Market integration and contag…International Investors, the U.S. Current Account, and the Dollar (2005)International Investors, the …The empirical relationship between energy futures prices and exchange rates (2000)The empirical relationship be…On becoming more flexible: Exchange rate regimes in Latin America and the Caribbean (1996)On becoming more flexible: Ex…Estimating exchange market pressure and the degree of exchange market intervention for Canada (1995)Estimating exchange market pr…Covered Interest Arbitrage and Market Turbulence (1989)Covered Interest Arbitrage an…An Introduction to Copulas (1999)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS (2018)Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model (2018)Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach (2018)A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience (1976)Optimal Exchange Market Intervention in a Simple Stochastic Macro Model (1980)Economic interdependence and flexible exchange rates (1984)A general approach to measuring exchange market pressure (1998)Exchange Market Pressure and Monetary Policy (1999)Exchange market pressure in OECD and emerging economies: Domestic vs. external factors and capital flows in the old and new normal (2015)Income and Price Elasticities in World Trade (1969)Expectations and Exchange Rate Dynamics (1976)Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)An Equilibrium Model of Global Imbalances and Low Interest Rates (2006)What explains global exchange rate movements during the financial crisis? 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  • 2011Modelling oil price and exchange rate co-movements378 cited
  • 2008Financial Crash, Commodity Prices, and Global Imbalances263 cited
  • 2009Dynamic relationship between exchange rate and stock price: Evidence from China262 cited
  • 2005International Investors, the U.S. Current Account, and the Dollar243 cited
  • 2015Downside and upside risk spillovers between exchange rates and stock prices238 cited
  • 1989Covered Interest Arbitrage and Market Turbulence235 cited
  • 2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach233 cited
  • 2020The relationship between oil prices and exchange rates: Revisiting theory and evidence218 cited
  • 2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis206 cited
  • 1995Estimating exchange market pressure and the degree of exchange market intervention for Canada195 cited
  • 2013Oil price and exchange rates: A wavelet based analysis for India193 cited
  • 2009Dependence structure between the equity market and the foreign exchange market–A copula approach189 cited
  • 2000The empirical relationship between energy futures prices and exchange rates188 cited

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1996
On becoming more flexible: Exchange rate regimes in Latin America and the Caribbean
173 cited
  • 2018Volatility spillovers across global asset classes: Evidence from time and frequency domains171 cited
  • 2007Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets168 cited