Volatility transmitter or receiver? Investigating dynamic connectedness between the carry trade and financial markets-Reference-Cited by-同舟云学术

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Volatility transmitter or receiver? Investigating dynamic connectedness between the carry trade and financial markets

Published:2023-05 Issue:3 Volume:23 Page:748-758
ISSN:2214-8450
Container-title:Borsa Istanbul Review
language:en
Short-container-title:Borsa Istanbul Review

Author:

Nefzi Nourhaine^ORCID,Melki Abir^ORCID

Publisher

Elsevier BV

Subject

General Medicine

Reference54 articles.

1. How covid-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resources Policy,2020

2. Commodity currencies and causality: Some high-frequency evidence;Ahmed;Economics Letters,2020

3. Does the U.S. Economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies;Albulescu;Energy Economics,2019

4. Good carry, bad carry;Bekaert;Journal of Financial and Quantitative Analysis,2020

5. Commodity-currencies or currency-commodities: Evidence from causality tests;Belasen;Resources Policy,2019

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