Modelling the quantile cross-coherence between exchange rates : Does the COVID-19 pandemic change the interlinkage structure?
Mobeen Ur Rehman, Abdel Razzaq Al Rababa'a, Ghaith El-Nader, Ahmad Alkhataybeh, Xuan Vinh Vo
| Year of publication: |
2022
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|---|---|
| Authors: | Ur Rehman, Mobeen ; Al Rababa'a, Abdel Razzaq ; El-Nader, Ghaith ; Alkhataybeh, Ahmad ; Vo Xuan Vinh |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 76.2022, p. 1-46
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| Subject: | Coherence | COVID-19 | European debt crisis | Financial crisis | FX markets | Spillover | Coronavirus | Wechselkurs | Exchange rate | Finanzkrise | EU-Staaten | EU countries | Wirkungsanalyse | Impact assessment | Währungskrise | Currency crisis | Epidemie | Epidemic | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2021.101495 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412813