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    Browsing Department of Accounting and Finance by Research Institute "Institute for Applied Economics and Social Value (IAESV)"

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      • Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility 

        Alam, M. S.; Ferrer, Roman; Shahzad, Syed Jawad Hussain (Article)
        This paper investigates the causal linkages in volatility between crude oil prices and six major bilateral exchange rates against the U.S. dollar in the time-frequency space using high-frequency intraday data. Special ...

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