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https://hdl.handle.net/20.500.14365/1025
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Baklaci, Hasan Fehmi | - |
dc.contributor.author | Yelkenci, Tezer | - |
dc.date.accessioned | 2023-06-16T12:58:49Z | - |
dc.date.available | 2023-06-16T12:58:49Z | - |
dc.date.issued | 2022 | - |
dc.identifier.issn | 1309-422X | - |
dc.identifier.issn | 2147-429X | - |
dc.identifier.uri | https://doi.org/10.1007/s40822-022-00209-5 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.14365/1025 | - |
dc.description.abstract | This research aims to detect cross-border volatility linkages among various currencies within the foreign exchange market with respect to different sampling frequencies. Eleven currency pairs are included in the sample, which covers a period from 2009 to 2020. Volatility linkages among these selected exchange rates were tested by utilizing a multivariate VAR-BEKK-GARCH model. Results indicate that volatility linkages among currencies sampled are far stronger in higher frequency terms. Strikingly, the results denote that the major currencies do not play a strong leading role in volatility transmission. This finding is more apparent when daily and intraday results are compared. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Springer Heidelberg | en_US |
dc.relation.ispartof | Eurasıan Economıc Revıew | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Volatility spillover | en_US |
dc.subject | Exchange rates | en_US |
dc.subject | Multivariate GARCH | en_US |
dc.subject | Intraday data | en_US |
dc.subject | Exchange-Rate Volatility | en_US |
dc.subject | Spillovers | en_US |
dc.subject | Contagion | en_US |
dc.subject | Communication | en_US |
dc.subject | Transmission | en_US |
dc.subject | Information | en_US |
dc.subject | Return | en_US |
dc.subject | Rates | en_US |
dc.subject | News | en_US |
dc.subject | Euro | en_US |
dc.title | Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.1007/s40822-022-00209-5 | - |
dc.identifier.scopus | 2-s2.0-85127598934 | en_US |
dc.department | İzmir Ekonomi Üniversitesi | en_US |
dc.authorscopusid | 22984460700 | - |
dc.authorscopusid | 56455368000 | - |
dc.identifier.volume | 12 | en_US |
dc.identifier.issue | 2 | en_US |
dc.identifier.startpage | 267 | en_US |
dc.identifier.endpage | 314 | en_US |
dc.identifier.wos | WOS:000782215500001 | en_US |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.identifier.scopusquality | Q1 | - |
item.grantfulltext | open | - |
item.openairetype | Article | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.fulltext | With Fulltext | - |
item.languageiso639-1 | en | - |
item.cerifentitytype | Publications | - |
crisitem.author.dept | 03.04. International Trade and Finance | - |
Appears in Collections: | Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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