On the public citation graph

Asymmetric Shocks and Volatility Transmission in Major Foreign Exchange Markets

0 signed · 41 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/0471746193openalex-extracted

Analysis of Financial Time Series

inferredcites →https://doi.org/10.1002/for.2648openalex-extracted

Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms

inferredcites →https://doi.org/10.1002/jae.763openalex-extracted

The asymmetric effects of uncertainty on inflation and output growth

inferredcites →https://doi.org/10.1007/978-1-137-11637-6openalex-extracted

International Finance

inferredcites →https://doi.org/10.1016/0304-4076(95)01753-4openalex-extracted

Impulse response analysis in nonlinear multivariate models

inferredcites →https://doi.org/10.1016/j.asieco.2015.05.004openalex-extracted

Volatility transmission and volatility impulse response functions among the Greater China stock markets

inferredcites →https://doi.org/10.1016/j.bir.2016.09.001openalex-extracted

Testing for martingale difference hypothesis with structural breaks: Evidence from Asia–Pacific foreign exchange markets

inferredcites →https://doi.org/10.1016/j.bir.2017.02.002openalex-extracted

Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed- t density approach

inferredcites →https://doi.org/10.1016/j.econmod.2013.09.014openalex-extracted

Asymmetric generalized impulse responses with an application in finance

inferredcites →https://doi.org/10.1016/j.eneco.2010.06.003openalex-extracted

The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach

inferredcites →https://doi.org/10.1016/j.eneco.2012.03.003openalex-extracted

Volatility transmission and volatility impulse response functions in crude oil markets

inferredcites →https://doi.org/10.1016/j.eneco.2014.01.009openalex-extracted

The relationship between energy and equity markets: Evidence from volatility impulse response functions

inferredcites →https://doi.org/10.1016/j.eneco.2018.07.027openalex-extracted

On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach

inferredcites →https://doi.org/10.1016/j.ijforecast.2011.02.006openalex-extracted

Better to give than to receive: Predictive directional measurement of volatility spillovers

inferredcites →https://doi.org/10.1016/j.jbankfin.2017.10.004openalex-extracted

Cross-commodity news transmission and volatility spillovers in the German energy markets

inferredcites →https://doi.org/10.1016/j.jimonfin.2006.04.006openalex-extracted

Volatility impulse responses for multivariate GARCH models: An exchange rate illustration

inferredcites →https://doi.org/10.1016/j.ribaf.2015.09.019openalex-extracted

Global financial crisis and emerging stock market contagion: A volatility impulse response function approach

inferredcites →https://doi.org/10.1016/s0165-1765(97)00214-0openalex-extracted

Generalized impulse response analysis in linear multivariate models

inferredcites →https://doi.org/10.1016/s0261-5606(97)00056-9openalex-extracted

Intraday effects of foreign exchange intervention by the Bank of Japan

inferredcites →https://doi.org/10.1016/s0261-5606(97)98055-4openalex-extracted

Central bank intervention and exchange rate volatility

inferredcites →https://doi.org/10.1017/s1365100511000186openalex-extracted

NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP

inferredcites →https://doi.org/10.1017/s1365100511000204openalex-extracted

THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS

inferredcites →https://doi.org/10.1080/02522667.2017.1367507openalex-extracted

Modelling return and volatility spillovers in global foreign exchange markets

inferredcites →https://doi.org/10.1080/07350015.1997.10524682openalex-extracted

Impulse Response Function for Conditional Volatility in GARCH Models

inferredcites →https://doi.org/10.1080/09603100802112300openalex-extracted

Integration at a cost: evidence from volatility impulse response functions

inferredcites →https://doi.org/10.1086/260506openalex-extracted

Expectations and Exchange Rate Dynamics

inferredcites →https://doi.org/10.1093/acprof:oso/9780199587148.001.0001openalex-extracted

Modelling Nonlinear Economic Time Series

inferredcites →https://doi.org/10.1093/jjfinec/nbx029openalex-extracted

Structural Volatility Impulse Response Function and Asymptotic Inference

inferredcites →https://doi.org/10.1162/0034653053970276openalex-extracted

Measuring the Response of Macroeconomic Uncertainty to Shocks

inferredcites →https://doi.org/10.1198/073500102288618487openalex-extracted

Dynamic Conditional Correlation

inferredcites →https://doi.org/10.1198/073500104000000523openalex-extracted

A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models

inferredcites →https://doi.org/10.1257/jep.2.1.83openalex-extracted

Monetary and Exchange Rate Policies for International Financial Stability: A Proposal

inferredcites →https://doi.org/10.1515/9781400830213openalex-extracted

The Econometrics of Financial Markets

inferredcites →https://doi.org/10.17192/es2024.0540openalex-extracted

When the Fed sneezes - Spillovers from U.S. Monetary Policy to Emerging Markets

inferredcites →https://doi.org/10.21034/wp.243openalex-extracted

Forecasting and conditional projection using realistic prior distributions

inferredcites →https://doi.org/10.2307/1912017openalex-extracted

Macroeconomics and Reality

inferredcites →https://doi.org/10.2307/1925546openalex-extracted

A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return

inferredcites →https://doi.org/10.2307/2938189openalex-extracted

Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market

inferredcites →https://doi.org/10.2307/2951766openalex-extracted

Nonlinear Dynamic Structures

inferredcites →https://doi.org/10.3386/w1202openalex-extracted

Forecasting and Conditional Projection Using Realistic Prior Distributions

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1057/s41599-024-03957-8openalex-snapshot

The impact of external shocks on volatility persistence and market efficiency of the foreign exchange rate regime: evidence from Malawi

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.