Generally, oil exports, forex regimes and monetary policies are major factors driving volatility transmission across global forex markets.doi:10.1016/j.mulfin.2020.100617Tiange WenGangJin WangI. MathurG. G. BoothJournal of Multinational Financial Management...
In the near term, U.S. dollar does not have the same room of rise seen in 2018 given retreat of stock markets, big swings of crude oil prices and the latest economic indicators, according to Liu. Joining in the trading desk of Bank of China as early as 1994, Liu said the current U...
Gold Price Forecast: A risk-off scenario in equity markets will lend support to XAU/USD – ANZ ByFXStreet Insights Team|Mar 27, 09:08 GMT EUR/USD: Euro set to depreciate towards the end of the year – NBF ByFXStreet Insights Team|Mar 15, 15:38 GMT ...
Volatility spillover in the foreign exchange market: the Indian experience We find evidence of significant volatility co-movements and/or spillover from different financial markets to the forex market in India. Among a large numbe... Saurabh,Ghosh - 《Macroeconomics & Finance in Emerging Market Ec...
Macroeconomic news surprises and volatility spillover in foreign exchange markets. Ben Omrane W,Hafner C. Empirical Economics . 2015Omrane, Walid Ben, and Christian Hafner (2015). Macroeconomic news surprises and volatility spillover in foreign exchange markets. Empirical Economics 48(2): 577-607....
Use of volatility in the Forex market can help you to trade more effectively and keep the expectation in check with the reality. High Volatility Trend based systems work great in volatile markets due to bigger swings and longer positions until there is a change in the trend. ...
Using a dataset from November 2005 to October 2018, 1 this study empirically examines the dynamics of volatility connectedness and spillover transmission in five major domestic financial markets in the China economy for understanding the transmission mechanism of risk transfer. The five asset classes ...
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Volatility in the exchange rate may result in varied effects across the real economy and financial markets, as the balance sheet of firms exposed across national borders deteriorate rapidly while assets held by portfolio investors also depreciate in value. Volatility is generated by a high frequency ...
Based on the realized semi-volatility indices, we find that the impact of bad volatility strictly dominates good volatility in generating transmission across the Northeast Asian markets. We also present evidence that the impacts of the U.S. volatility shock on other countries have been due ...