Extreme downside risk connectedness and portfolio hedging among the G10 currencies

EJA Abakah, M Brahim, JE Carlotti, AK Tiwari… - International …, 2024 - Elsevier
This study investigates the frequency connectedness among foreign exchange markets of
G10 countries, focusing on tail risk and its implications for portfolio management. To do so …
被引用次数：3 相关文章

Extreme downside risk connectedness and portfolio hedging among the G10 currencies

EJA Abakah, M Brahim, JE Carlotti… - International …, 2024 - econpapers.repec.org
This study investigates the frequency connectedness among foreign exchange markets of
G10 countries, focusing on tail risk and its implications for portfolio management. To do so …

Extreme downside risk connectedness and portfolio hedging among the G10 currencies

EJA Abakah, M Brahim, JE Carlotti, AK Tiwari… - International …, 2024 - ideas.repec.org
This study investigates the frequency connectedness among foreign exchange markets of
G10 countries, focusing on tail risk and its implications for portfolio management. To do so …