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Asymmetric and time-frequency network of currency markets
Syed Jawad Hussain Shahzad
, Mudassar Hasan
, Massimiliano Caporin
TUIBS Digital Innovation, Sustainability & Specialist Industry
Research output
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Contribution to conference
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Abstract
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peer-review
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Keyphrases
Frequency Network
100%
Currency Markets
100%
Time-frequency
100%
Volatility Network
75%
Market Conditions
50%
COVID-19
50%
Global Currency
50%
Peso
50%
Europe
25%
Asia
25%
Volatility
25%
Chilean
25%
Hedging
25%
Asymmetric Behavior
25%
Volatility Connectedness
25%
Network Connectedness
25%
Quantile Coherency Approach
25%
Quantile Coherency
25%
Geographical Proximity
25%
Bearish Market
25%
Investment Horizon
25%
Asymmetric Volatility
25%
Turkish Lira
25%
Market Investment
25%
Thai Baht
25%
Colombian
25%
Economics, Econometrics and Finance
Volatility
100%
Foreign Exchange Market
100%
Reserve Currency
50%
Quantile Coherency
50%
Pandemic
50%
Hedging
25%
Market Volatility
25%
Investment Horizon
25%