Risk and Return Spillovers in a Global Model of the Foreign Exchange Network

Matthew Greenwood-Nimmo, Daan Steenkamp and Rossouw van Jaarsveld

No 11014, Working Papers from South African Reserve Bank

Abstract: Risk and Return Spillovers in a Global Model of the Foreign Exchange Network

Date: 2021-08-04
New Economics Papers: this item is included in nep-cwa and nep-opm
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Journal Article: Risk and Return Spillovers in a Global Model of the Foreign Exchange Network (2021)
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