Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets
Year of publication: |
2021
|
---|---|
Authors: | Serdengeçti, Süleyman ; Sensoy, Ahmet ; Nguyen, Duc Khoung |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 73.2021, p. 1-23
|
Subject: | Devisenmarkt | Foreign exchange market | Schwellenländer | Emerging economies | Volatilität | Volatility | Liquidität | Liquidity | Kapitaleinkommen | Capital income |
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