Beyond the dollar: A global perspective on exchange rate dynamics via currency factors
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DOI: 10.1016/j.frl.2023.104261
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More about this item
Keywords
Currency factors; Return spillovers; Currency baskets; Dollar factor; G10 currencies;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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