Frequency domain cross-quantile coherency and connectedness network of exchange rates : evidence from ASEAN+3 countries
Huiming Zhu, Tian Zeng, Xinghui Wang, Xiling Xia
| Year of publication: |
2025
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| Authors: | Zhu, Huiming ; Zeng, Tian ; Wang, Xinghui ; Xia, Xiling |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 75.2025, 1, Art.-No. 102259, p. 1-25
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| Subject: | ASEAN+3 countries | Cross-quantile coherency | Cross-quantile network | Exchange rates | Frequency domain connectedness | Wechselkurs | Exchange rate | ASEAN-Staaten | ASEAN countries | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102259 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015337747