Panda, Ajaya Kumar; Nanda, Swagatika; Singh, Vipul Kumar; … - In: Journal of Financial Economic Policy 11 (2019) 2, pp. 174-192
Purpose: The purpose of this study is to examine the evidences of leverage effects on the conditional volatility of exchange rates because of asymmetric innovations and its spillover effects among the exchange rates of selected emerging and growth-leading economies. Design/methodology/approach:...