Risk transmissions between major foreign currencies : An empirical analysis from the U.S. perspective
Year of publication: |
2020
|
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Authors: | Baek, Chung |
Published in: |
International journal of business and economics. - Taichung : Feng Chia University, ISSN 1607-0704, ZDB-ID 2573186-5. - Vol. 19.2020, 2, p. 151-168
|
Subject: | Volatility Spillovers | Extreme Return Movements | Global Financial Crisis | Brexit | Volatilität | Volatility | Finanzkrise | Financial crisis | USA | United States | Großbritannien | United Kingdom | Internationaler Finanzmarkt | International financial market | Spillover-Effekt | Spillover effect | Welt | World | Börsenkurs | Share price |
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