Realized Volatility Spillover Connectedness among the Leading European Currencies after the End of the Sovereign-Debt Crisis: A QVAR Approach
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- Albertazzi, Ugo & Becker, Bo & Boucinha, Miguel, 2021. "Portfolio rebalancing and the transmission of large-scale asset purchase programs: Evidence from the Euro area," Journal of Financial Intermediation, Elsevier, vol. 48(C).
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- Annina Kaltenbrunner, 2015. "Financial integration and exchange rate determination: a Brazilian case study," International Review of Applied Economics, Taylor & Francis Journals, vol. 29(2), pages 129-149, March.
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Keywords
forex markets; QVAR; economic integration; European economies; realized volatility; spillovers connectedness;All these keywords.
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