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Journal of Financial Markets Vol. 31 2016

Risk and return spillovers among the G10 currencies

Matthew Greenwood-Nimmo; Viet Hoang Nguyen1; Barry Rafferty2

1 Melbourne Institute of Applied Economic & Social Research, 111 Barry Street, Melbourne 3053, Australia · 2 The University of Melbourne

open access
DOI
10.1016/j.finmar.2016.05.001
Volume
31
Pages
43-62
Language
en
Sources
openalex crossref

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