Frequency domain cross-quantile coherency and connectedness network of exchange rates : evidence from ASEAN+3 countries
Year of publication: |
2025
|
---|---|
Authors: | Zhu, Huiming ; Zeng, Tian ; Wang, Xinghui ; Xia, Xiling |
Subject: | ASEAN+3 countries | Cross-quantile coherency | Cross-quantile network | Exchange rates | Frequency domain connectedness | Wechselkurs | Exchange rate | ASEAN-Staaten | ASEAN countries | Japan |
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