Unveiling Time-Frequency Quantile Connectedness in the Asian Forex Market
This study examines the quantile connectedness between foreign exchange returns of eight major currencies in the Asian foreign exchange market during two major crises: the Global Financial Crisis of 2008 and the COVID-19 Pandemic Crisis. This paper uses the Quantile Vector Auto-Regression method (QV...
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| Hovedforfatter: | |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Society for Risk Analysis - China
2025-09-01
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| Serier: | Journal of Risk Analysis and Crisis Response (JRACR) |
| Fag: | |
| Online adgang: | https://doi.org/10.54560/jracr.v15i3.608 |
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