Risk and Return Spillovers Among the G10 Currencies
By Matthew Greenwood‐Nimmo, Viet Hoang Nguyen, B. Rafferty. 2016
167 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/fa4024fba5b924af71f7b77f096f7381d27e28ca
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Matthew Greenwood‐Nimmo
- Yongcheol Shin
- Tomohiro Ando
- Muhammad Shahbaz
- Paresh Kumar Narayan
- Ilhan Ozturk
- Mohsen Bahmani-Oskooee *
- Emmanouil Trachanas
Citations in the corpus
- Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022, methodology): “17 horizon has been documented by Greenwood-Nimmo et al. (2016) in the context of a stationary first order VAR model applied to the analysis of risk spillovers among the G10 currencies.”