Volatility Connectedness in Global Forex Markets
The study examines volatility links among top traded currencies, identifying the Swiss franc and Japanese yen as ideal for managing currency risk.
Featured in No. 85 on 19 Feb 2025 · 9 days after release
- Released
- 10 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
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- 25
- Identifier
- SSRN 5130870
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