Asymmetric and time-frequency based networks of currency markets
Year of publication: |
2023
|
---|---|
Authors: | Shahzad, Syed Jawad Hussain ; Hasan, Mudassar ; Caporin, Massimiliano |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 2, p. 1-11
|
Subject: | COVID-19 pandemic | Forex markets | Network connectedness | Quantile coherency | Devisenmarkt | Foreign exchange market | Coronavirus | Unternehmensnetzwerk | Business network | Epidemie | Epidemic | Schätzung | Estimation | Soziales Netzwerk | Social network | Netzwerk | Network |
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