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A review on currency shocks and inflation volatility: Evidence from a DCC-GARCH model

• Authors : Akça, Melike; Yeditepe University Graduate School of Social Sciences; Yeditepe University Graduate School of Social Sciences Master’s Program in Financial Economics ...

Subjects: Dcc-garch; Exchange rate; Inflation

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Study of Correlation between Volatility of Stock, Exchange and Gold Coin Markets in Iran with DCC-GARCH Model

• Authors : Firouz Fallahi; Jafar Hghighat; Naser Sanoubar

Subjects: dynamic correlation; stock market; exchange rate

• Source: Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, Vol 14, Iss 52, Pp 147-123 (2014)

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Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model

• Authors : Irfan Civcir; Uğur Akkoç

Subjects: DCC-GARCH-SVAR; Economics and Econometrics; Sociology and Political Science

• Source: Resources Policy

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Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model

• Authors : Civcir, I.; Akkoç, UÄŸur

Subjects: Bootstrap causality; DCC-GARCH-SVAR; Dynamic conditional correlation

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Dynamic Relationship between RMB Exchange Rate and Interest Rate Based on VAR-DCC-GARCH Model

• Authors : Xuhang Zhao

Subjects: lcsh:GE1-350; Autoregressive conditional heteroskedasticity; media_common.quotation_subject

• Source: E3S Web of Conferences, Vol 214, p 03018 (2020)

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What DCC-GARCH model tell us about the effect of the gold price’s volatility on south african exchange rate?

• Authors : KEBALO, Léleng

Subjects: Volatility; Exchange rate; Gold price

• Source: Journal of Economics Library; Vol 3, No 4 (2016): December; 570-582 ; 2149-2379

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POLICY UNCERTAINTY AND FOREIGN EXCHANGE RATES: THE DCC-GARCH MODEL OF THE US / JAPANESE FOREIGN EXCHANGE RATE

• Authors : Kazutaka Kurasawa

Subjects: Heteroscedasticity; Variable (computer science); Index (economics)

• Source: International Journal of Economic Sciences.

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DCC-GARCH MODELİ İLE DÖVİZ KURU, PETROL FİYATI VE SEÇİLİ BIST ENDEKSLERİ ARASINDAKİ VOLATİLİTE YAYILIMININ TESPİTİ.

• Authors : BOSTANCI, Ayyüce Berin¹ ; DOĞRU, Ercüment²

• Source: Dogus University Journal / Doğuş Üniversitesi Dergisi. Jul2023, Vol. 24 Issue 2, p559-577. 19p.

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EXPLORING DYNAMIC INTERRELATIONSHIP & VOLATILITY SPILLOVER BETWEEN OIL PRICES & STOCK MARKET RETURNS OF CHINA & PAKISTAN

• Authors : Arif, Unbreen; Ahmed, Israr; Khatani, Salman

Subjects: Machine Learning Models; Volatility Spillover; Stock Returns

• Source: Journal of Research in Economics and Finance Management; Vol. 3 No. 1 (2024): Journal of Research in Economics and Finance Management; 73-95 ; 2959-1007 ; 2959-099X

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BORSA, DÖVİZ KURU VE PETROL FİYATLARI ARASINDAKİ OYNAKLIK YAYILIMI.

• Authors : ŞENOL, Zekai¹

• Source: World of Accounting Science. 2020, Vol. 22 Issue 4, p629-647. 19p.

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