Are exchange rate contagions asymmetric? : evidence from emerging market economies
Year of publication: |
2023
|
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Authors: | Naeem, Muhammad Abubakr ; Anwer, Zaheer ; Sitara Karim ; Tiwari, Aviral Kumar |
Published in: |
Emerging markets, finance and trade : EMFT. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 15, p. 4107-4124
|
Subject: | asymmetric connectedness | currency contagions | Emerging economies | time and frequency spillovers | Schwellenländer | Spillover-Effekt | Spillover effect | Wechselkurs | Exchange rate | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect |
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