Liquidity spillover in foreign exchange markets
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DOI: 10.1016/j.frl.2021.102105
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- He, Shi & Yu, Huijuan & Luo, Zihao & Yan, Jiahong, 2024. "Currency tail risk measurement and spillovers: An improved TENET approach," Finance Research Letters, Elsevier, vol. 67(PA).
- Tian, Tingting & Lai, Kee-hung & Wong, Christina W.Y., 2022. "Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies," Energy Policy, Elsevier, vol. 169(C).
- Banerjee, Ameet Kumar & Sensoy, Ahmet & Rahman, Molla Ramizur & Palma, Alessia, 2024. "Commonality in volatility among green, brown, and sustainable energy indices," Finance Research Letters, Elsevier, vol. 64(C).
- Jia, Nanfei & An, Haizhong & Gao, Xiangyun & Liu, Donghui & Chang, Hao, 2023. "The main transmission paths of price fluctuations for tungsten products along the industry chain," Resources Policy, Elsevier, vol. 80(C).
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More about this item
Keywords
Liquidity spillovers; European debt crisis; Global financial crisis; Market risk;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
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