Asymmetric interdependence between currency markets' volatilities across frequencies and time scales
Shahzad, Syed Jawad Hussain, ArreolaâHernandez, Jose, Rahman, Md Lutfur, Uddin, Gazi Salah, Yahya, MuhammadJournal:
International Journal of Finance & Economics
DOI:
10.1002/ijfe.1915
Date:
August, 2020
File:
PDF, 17.40 MB
2020