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