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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Board of Trustees of the University of Illinois. Published by Elsevier Inc.
2023
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| Materias: | |
| 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 |