Key market identification, mechanism transmission, and extreme shock during the risk spillover process : an empirical study of the G20 FOREX markets
Wei Zhou, Jin Guo, Ning Chen, Shuai Lu
| Year of publication: |
2023
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|---|---|
| Authors: | Zhou, Wei ; Guo, Jin ; Chen, Ning ; Lu, Shuai |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 6, p. 2549-2582
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| Subject: | Extreme shock | FOREX market | Key markets identification | Risk spillovers | Transmission mechanism | Schock | Shock | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | Volatilität | Volatility | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02436-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014388965