An unconventional FX tail risk story
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DOI: 10.1016/j.jimonfin.2024.103152
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More about this item
Keywords
Unconventional and conventional monetary policy; Liquidity measures; Currency tail risk; Systematic and idiosyncratic components of tail risk;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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