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Price jumps in the FX markets using the quantile frequency VAR connectedness framework
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| Published in: | Journal of Asset Management |
|---|---|
| Format: | Online Article RSS Article |
| Published: |
2026
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| Subjects: | |
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| _version_ | 1864030192365731847 |
|---|---|
| collection | WordPress RSS FRELIP Feed Integration |
| container_title | Journal of Asset Management |
| description | |
| discipline_display | Social Sciences |
| discipline_facet | Social Sciences |
| format | Online Article RSS Article |
| genre | Journal Article |
| id | rss_article:14366 |
| institution | FRELIP |
| journal_source_facet | Journal of Asset Management |
| publishDate | 2026 |
| publishDateSort | 2026 |
| record_format | rss_article |
| spellingShingle | Price jumps in the FX markets using the quantile frequency VAR connectedness framework — — — — — Management Sociology Social Sciences |
| sub_discipline_display | Sociology |
| sub_discipline_facet | Sociology |
| subject_display | — — — — — Management Sociology Social Sciences — — — — — Management Sociology Social Sciences |
| subject_facet | — — — — — Management Sociology Social Sciences |
| title | Price jumps in the FX markets using the quantile frequency VAR connectedness framework |
| title_auth | Price jumps in the FX markets using the quantile frequency VAR connectedness framework |
| title_full | Price jumps in the FX markets using the quantile frequency VAR connectedness framework |
| title_fullStr | Price jumps in the FX markets using the quantile frequency VAR connectedness framework |
| title_full_unstemmed | Price jumps in the FX markets using the quantile frequency VAR connectedness framework |
| title_short | Price jumps in the FX markets using the quantile frequency VAR connectedness framework |
| title_sort | price jumps in the fx markets using the quantile frequency var connectedness framework |
| topic | — — — — — Management Sociology Social Sciences |
| url | https://link.springer.com/article/10.1057/s41260-026-00457-z |