Dynamic spillovers and connectedness between COVID-19 pandemic and global foreign exchange markets
This paper examines dynamic spillovers and connectedness between global covid-19 occurrences and the Global FX market. We specifically analyse the spillovers using six most traded currency pairs in the world utilizing daily data for the period December 31, 2019 to April 10, 2020. The paper employs t...
Main Authors: | , , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2021-01-01
|
Series: | Ekonomska Istraživanja |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/1331677X.2020.1860796 |