Asymmetric interdependence between currency markets'...

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Asymmetric interdependence between currency markets' volatilities across frequencies and time scales

Shahzad, Syed Jawad Hussain, Arreola‐Hernandez, Jose, Rahman, Md Lutfur, Uddin, Gazi Salah, Yahya, Muhammad
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Journal:
International Journal of Finance & Economics
DOI:
10.1002/ijfe.1915
Date:
August, 2020
File:
PDF, 17.40 MB
2020
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