Asymmetric interdependence between currency markets' volatilities across frequencies and time scales
Year of publication: |
2020
|
---|---|
Authors: | Shahzad, Syed Jawad Hussain ; ArreolaāHernandez, Jose ; Rahman, Md Lutfur ; Uddin, Gazi Salah ; Yahya, Muhammad |
Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2020, 2 (10.08.), p. 2436-2457
|
Publisher: |
Wiley |
Saved in:
Online Resource
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