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TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries Cover

TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries

Folia Oeconomica Stetinensia
Volume 23 (2023): Issue 2 (December 2023)
By:
Open Access
|Dec 2023
DOI: https://doi.org/10.2478/foli-2023-0016 | Journal eISSN: 1898-0198 | Journal ISSN: 1730-4237
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Language: English
Page range: 1 - 23
Submitted on: Jun 5, 2023
Accepted on: Aug 8, 2023
Published on: Dec 9, 2023
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 2 times per year
Keywords:
Garman-Klass-Yang-Zhang,
FOREX markets,
Non-Euro Area,
Pairwise Connectedness Index,
TVP-VAR Frequency Connectedness,
Volatility transmission
Related subjects:
Business and economics,
Political economics,
Political economics, other

© 2023 Nesrin Akbulut, Yakup Ari, published by Sciendo
This work is licensed under the Creative Commons Attribution-ShareAlike 4.0 License.

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