Work

The multiscale causal dynamics of foreign exchange markets

Year: 2012

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2012.11.016

Authors: Stelios Bekiros, Massimiliano Marcellino

Institutions: European University Institute, Centre for Economic Policy Research, Bocconi University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2089917580

FWCI: 4.254

Cites: 60

Cited by: 82

Related to: 10