Directional predictability in foreign exchange rates of emerging markets: New evidence using a cross-quantilogram approach-Reference-Cited by-同舟云学术

Directional predictability in foreign exchange rates of emerging markets: New evidence using a cross-quantilogram approach

Published:2021-03 Issue: Volume: Page:
ISSN:2214-8450
Container-title:Borsa Istanbul Review
language:en
Short-container-title:Borsa Istanbul Review

Author:

Rehman Mohd Ziaur^ORCID,Tiwari Aviral Kumar^ORCID,Samontaray Durga Prasad^ORCID

Funder

Deanship of Scientific Research, King Saud University

Publisher

Elsevier BV

Subject

General Medicine

Reference49 articles.

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5. Linkages between the foreign exchange markets of BRIC countries—Brazil, Russia, India and China—and the USA;Aroul;Journal of Emerging Market Finance,2018

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