Title:Risk transmitters and receivers in global currency markets Author(s):HUSSAIN, Syed J.; ARREOLA HERNANDEZ, Jose; BEKIROS, Stelios D.; REHMAN, Mobeen U.Date:2018Citation:
- Finance research letters, 2018, Vol. 25, pp. 1-9
Type:ArticleAbstract:We implement a robust multi-scenario cross-quantilogram network approach to examine the strength and direction of interdependencies and spillover transmission among 25 developed, emerging, Middle Eastern and North African ...