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The introduction of the Euro has led to price level stability and fostered growth within the European Union. Consequently, since its launch as a store of value and unit of account, there has been a clear convergence between the yield of France’s sovereign debt and German benchmark. This paper...
Persistent link: https://www.econbiz.de/10011495605
This paper aims to elucidate the connectedness between major forex currencies and cryptocurrencies using the quantile … cross-spectral approach recently proposed by Baruník and Kley (2015). The sample covers six forex currencies and six …
Persistent link: https://www.econbiz.de/10011792016