Results 141 to 150 of about 691,501 (336)
Free Trade Agreements and Volatility of Stock Returns and Exchange Rates: Evidence from NAFTA [PDF]
, 2017 This paper uses GARCH models and daily data to investigate the effect of the Canada – U.S. Free Trade Agreement (CUSFTA) and NAFTA on the volatility of, and the relationship between stock market returns and changes in bilateral exchange rates of the ...
Daelemans, Bram +2 more
core +2 more sources
Advanced Materials Interfaces, EarlyView.ABSTRACT This research focused on characterizing graphitic carbon nitride (g‐C3N4) nanocomposites incorporated with ZnO and Ag2O nanoparticles, and carrageenan to remove heavy metals. The ZnO/Ag2O@ g‐C3N4 and ZnO/Ag2O/g‐C3N4@Carr nanocomposites demonstrated thermal stability of 97.40% (108.81°C) and 82.80% (188.99°C) for TGA.
Feziwe B. Mamba +2 more
wiley +1 more source
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis. [PDF]
Comput Econ, 2022 Afuecheta E +3 more
europepmc +1 more source
Modelling Exchange Rate Volatility [PDF]
, 2002 Two types of statistical models are empirically applied to test the pattern of volatility in the exchange rate markets. One considers the autoregressive models and tests the random walk hypothesis. The other considers the conditional variance process and tests the hypothesis of chaotic dynamics.
openaire +1 more source
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection [PDF]
We study the impact of Japanese foreign exchange intervention on the volatility of the yen/dollar exchange rate since the early 1990s based on a GARCH framework. Using daily intervention data provided by the Japanese Ministry of Finance, we show that the
Eric Hillebrand, Gunther Schnabl
core
Advanced Materials Interfaces, EarlyView.Zero‐dimensional carbon nanomaterials are presented as multifunctional platforms linking structure, property, and sensing performance. Surface engineering and heteroatom doping modulate electron‐transfer and luminescent behavior, enabling electrochemical, photoluminescent, and electrochemiluminescent detection. Fundamental design principles, analytical
Gustavo Martins +8 more
wiley +1 more source
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models
, 2017 Policy makers need accurate forecasts about future values of exchange rates. This is due to the fact that exchange rate volatility is a useful measure of uncertainty about the economic environment of a country.
Manamba Epaphra
semanticscholar +1 more source
Advanced Materials Interfaces, EarlyView.A nanostructured, naturally flame‐retardant, and non‐toxic inorganic composite is introduced, which is laterally associated with silica nanoparticles to induce the restacking of the LDH lamella structure, thereby serving as an efficient thermal insulator.
Gayani Pathiraja +7 more
wiley +1 more source
An Examination of the Impacts of Exchange Rate Volatility on Sectoral Trade in the Mercosur [PDF]
This study captures the lack of macroeconomic policy coordination among Mercosur countries, through the impact of real bilateral exchange rate volatility on trade.
Bittencourt, Mauricio V.L. +2 more
core +1 more source
Light‐Programmable Interfaces: From Molecular Photoswitching to Adaptive Membrane Separations
Advanced Materials Interfaces, EarlyView.This review advances an interface‐centered framework for light‐responsive membranes, linking molecular photoswitches (azobenzene (AZO), spiropyran (SP), diarylethene (DAE), donor–acceptor Stenhouse adducts (DASA), photoacid) to integration strategies in polymeric, porous, self‐assembled, and mixed‐matrix systems.
Liangliang Zhang +6 more
wiley +1 more source