Mohammed, Walid Abass - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-30
and developing countries. Quoted against the US dollar, we study twenty-three global currencies over the time period 2005 …-directional return and volatility spillovers between developed and developing countries. However, unidirectional volatility spillovers … from developed to developing countries are highlighted. Furthermore, our findings document significant bi …