Uncertainty Network Risk and Currency Returns
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More about this item
Keywords
foreign exchange rates; network risk; currency variance; predictability; term structure;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-03-22 (Central and Western Asia)
- NEP-MON-2021-03-22 (Monetary Economics)
- NEP-RMG-2021-03-22 (Risk Management)
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