Contagion across exchange rates: New evidence on the role of information spillovers and eight major exchange rates
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DOI: 10.1108/jes-12-2015-0216
Abstract: Purpose The purpose of this paper is to investigate contagion across eight major exchange rates by providing more information on the role of information spillovers. Design/methodology/approach The empirical analysis makes use of two methodologies that… read more here.
Keywords: contagion across; role; information spillovers; exchange rates ... See more keywords