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Nonlinear Dependence and Spillovers between Currency Markets and Global Economic Variables.

Zhuhua JiangJose Arreola HernandezRon P. McIverSeong-Min Yoon
Published in: Syst. (2022)
Keyphrases
  • international trade
  • nonlinear models
  • variable selection
  • global information
  • dependence structure
  • market prices
  • bayesian networks
  • principal component analysis