Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area : evidence from the ERM I system
Year of publication: |
2021
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Authors: | Gabauer, David |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 60.2021, p. 1-16
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Subject: | Exchange rate spillovers | OCA determination | Optimum currency area | Optimaler Währungsraum | Währungsunion | Monetary union | EU-Staaten | EU countries | Eurozone | Euro area | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Europäisches Währungssystem | European Monetary System | Wechselkurs | Exchange rate | Theorie | Theory | Schock | Shock |
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