Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks

We document how the entire distribution of exchange rate returns responds to changes in global financial conditions. We measure global financial conditions as the common component of country-specific financial condition indices, computed consistently across a large panel of developed and emerging ec...

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Detalles Bibliográficos
Autores principales: Eguren-Martin, Fernando, Sokol, Andrej
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Palgrave Macmillan UK 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8946012/
http://dx.doi.org/10.1057/s41308-022-00160-0

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8946012/
http://dx.doi.org/10.1057/s41308-022-00160-0

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