Extreme spillovers across Asian-Pacific currencies : a quantile-based analysis
Year of publication: |
2020
|
---|---|
Authors: | Bouri, Elie ; Lucey, Brian M. ; Saeed, Tareq ; Xuan Vinh Vo |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 72.2020, p. 1-13
|
Subject: | Asia-Pacific countries | Exchange rates | Extreme return spillovers | Quantile connectedness | Spillover-Effekt | Spillover effect | Asiatisch-pazifischer Raum | Asia-Pacific region | Wechselkurs | Exchange rate | Welt | World | Schätzung | Estimation | Devisenmarkt | Foreign exchange market |
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