International Review of Economics & Finance · 2024 · 22 citations · 26 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsFinancial MarketsCurrency Risk ManagementForeign Exchange MarketsForeign Exchange RiskMarket RiskMonetary Transmission MechanismVolatility ModelingAsset VolatilityHigher-order InteractionsPrice Volatility TransmissionReturn Spillover EffectsTime-varying Volatility ModelsVolatility
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