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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.resbank.co.za/content/dam/sarb/publicat ... s/2021/WP%202115.pdf Revision (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Status read failed: An existing connection was forcibly closed by the remote host.

Related works:
Journal Article: Risk and Return Spillovers in a Global Model of the Foreign Exchange Network (2021)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rbz:wpaper:11014

Access Statistics for this paper

More papers in Working Papers from South African Reserve Bank Contact information at EDIRC.
Bibliographic data for series maintained by Jessica VanWyk ().