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...

Full description

Bibliographic Details
Main Authors: Ismail O. Fasanya, Oluwatomisin Oyewole, Oluwasegun B. Adekoya, Jones Odei-Mensah
Format: Article
Published: Taylor & Francis Group 2021-01-01
Series:Ekonomska Istraživanja
Online Access:http://dx.doi.org/10.1080/1331677X.2020.1860796