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- Tác giả: Lê Nguyên Minh
- Thông tin XB: Trường Đại học Ngoại thương, 2024
- Mô tả vật lý: 82 p.
- Tóm tắt: The interconnectedness and spillover effects among global currency markets have become increasingly significant due to the integration of financial markets and the impact of global economic events. This study examines the connectedness and spillover effects among major currencies, focusing on how financial shocks are transmitted across different currencies. The research aims to provide insights into currency dynamics, risk management, and policy implications, utilizing the Diebold and Yilmaz spillover ...
- Từ khóa: Currency Markets; Volatility Spillovers; Financial Integration; Diebold-Yilmaz Methodology
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