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Event-driven changes in volatility connectedness in global forex markets

Peter Albrecht et al.

Journal of Multinational Financial Management2025https://doi.org/10.1016/j.mulfin.2024.100896article
AJG 2ABDC B
Weight
0.54

Abstract

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9 citations

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https://doi.org/https://doi.org/10.1016/j.mulfin.2024.100896

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@article{peter2025,
  title        = {{Event-driven changes in volatility connectedness in global forex markets}},
  author       = {Peter Albrecht et al.},
  journal      = {Journal of Multinational Financial Management},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1016/j.mulfin.2024.100896},
}

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Event-driven changes in volatility connectedness in global forex markets

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Evidence weight

0.54

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.52 × 0.4 = 0.21
M · momentum0.72 × 0.15 = 0.11
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.