Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty

This paper analyses the directional spillover effects and connectedness for both return and volatility of nine US dollar exchange rates of globally most traded currencies under the influence of trade policy uncertainty. We find two interesting results over the study period ranging from December 1993...

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Detalles Bibliográficos
Autores principales: Huynh, Toan Luu Duc, Nasir, Muhammad Ali, Nguyen, Duc Khuong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Board of Trustees of the University of Illinois. Published by Elsevier Inc. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7544735/
https://www.ncbi.nlm.nih.gov/pubmed/33052186
http://dx.doi.org/10.1016/j.qref.2020.09.001

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7544735/
https://www.ncbi.nlm.nih.gov/pubmed/33052186
http://dx.doi.org/10.1016/j.qref.2020.09.001

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