Alvarez-Diez, Susana; Baixauli-Soler, J. Samuel; … - In: Journal of Economic Studies 46 (2019) 2, pp. 467-481
Purpose: The purpose of this paper is to analyze the Brexit effect – pre-Brexit and post-Brexit referendum periods – on the co-movements between the British pound (GBP), the euro (EUR) and the yen (JPY) against the US dollar (USD). Design/methodology/approach: To ascertain the asymmetric...