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
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|---|---|
| Authors: | Zhu, Huiming ; Deng, Xi ; Ren, Ying-hua ; Huang, Xi |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 98.2024, Art.-No. 101920, p. 1-25
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| Subject: | Exchange rates | ASEAN+ 3 | Cross-quantile Connectedness | Time-frequency Co-movement | Wechselkurs | Exchange rate | Volatilität | Volatility | Japan |
| 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