The role of international currency spillovers in shaping exchange rate dynamics in Latin America

Author:

Kyriazis Nikolaos,Corbet ShaenORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference43 articles.

1. Long memory, spurious memory: Persistence in range-based volatility of exchange rates;Afzal;Open Economies Review,2022

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3. Asymmetric connectedness across Asia-Pacific currencies: Evidence from time-frequency domain analysis;Anwer;Finance Research Letters,2022

4. Thailand-China commodity trade and exchange rate uncertainty: Asymmetric evidence from 45 industries;Bahmani-Oskooee;The Journal of Economic Asymmetries,2019

5. Exchange rates, foreign currency exposure and sovereign risk;Bernoth;Journal of International Money and Finance,2021

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