Volatility connectedness in global foreign exchange markets
Year of publication: |
2020
|
---|---|
Authors: | Wen, Tiange ; Wang, Gang-Jin |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 54.2020, p. 1-21
|
Subject: | Currency | Financial network | Forex markets | Volatility connectedness | Volatility spillover | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | Welt | World | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Wechselkurs | Exchange rate |
-
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A., (2014)
-
Inter-markets volatility spillover in U.S. bitcoin and financial markets
Qarni, Muhammad Owais, (2019)
-
Volatility spillovers among developed and developing countries : the global foreign exchange markets
Mohammed, Walid Abass, (2021)
- More ...
-
Sector connectedness in the Chinese stock markets
Shen, Ying-Ying, (2022)
-
Wang, Gang-Jin, (2021)
-
Wang, Gang-Jin, (2020)
- More ...