Book Chapter

Quantifying Informational Linkages in a Global Model of Currency Spot Markets

V Nguyen, Matthew Greenwood-Nimmo, Yongcheol Shin

Routledge Advances in Applied Financial Econometrics: International Financial Markets | Routledge - Taylor & Francis | Published : 2019


This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. International Financial Markets: Volume I provides a key repository on the current state of knowledge, the latest debates and recent literature on international financial markets. Against the background of the "financialization of commodities" since the 2008 sub-primes crisis, section one contains recent contributions on commodity and financial markets, pushing the frontiers of applied econometrics techniques. The second section is devoted to exchange ..

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