Time-frequency co-movement and cross-quantile connectedness of exchange rates : evidence from ASEAN+3 Countries
Huiming Zhu, Xi Deng, Yinghua Ren, Xi Huang
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhu, Huiming ; Deng, Xi ; Ren, Ying-hua ; Huang, Xi |
| Subject: | Exchange rates | ASEAN+ 3 | Cross-quantile Connectedness | Time-frequency Co-movement | Wechselkurs | Exchange rate | Volatilität | Volatility | Japan |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.101920 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015188616