Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions
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DOI: 10.1016/j.frl.2022.103440
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More about this item
Keywords
Geopolitical risk; Foreign exchange rates; Quantile causality-in-means; Quantile regression model; Quantile-on-quantile regression; Russia; Ukraine;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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