This study examines the connectedness between the US yield curve components (i.e., level, slope, and curvature), exchange rates, and the historical volatility of the exchange rates of the main safe-haven fiat currencies (Canada, Switzerland, EURO, Japan, and the UK) and the leading...

We examine the connectedness between five key commodity markets and the components of yield curve. Using state of the art techniques, our static analysis indicates that the level component of yield curve is the only net transmitter of return shocks to the system, whiles agriculture and...