Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis
Sign Up to like & getrecommendations! Published in 2021 at "Economic Analysis and Policy"
DOI: 10.1016/j.eap.2021.06.014
Abstract: Abstract In this paper, we seek to examine the relationship and dynamic dependence structure between the Australian dollar (AUD), euro (EUR), and the British pound (GBP), expressed in American dollars (USD) using a multivariate fractional… read more here.
Keywords: analysis; evidence; exchange rates; interdependence exchange ... See more keywords