Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s40822-022-00209-5.pdf
Reference43 articles.
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4. Balcilar, M., & Usman, O. (2021). Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis. Energy, 229, 120666.
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