An unconventional FX tail risk story

Academic journals

Publication Date
Journal of International Money and Finance
Publication Authors
Carlos Cañon
Eddie Gerba
Alberto Pambira
Evarist Stoja

Carlos Cañon, Eddie Gerba, Alberto Pambira, Evarist Stoja (2024). An unconventional FX tail risk story. Journal of International Money and Finance, 148, 103152.

doi: 10.1016/j.jimonfin.2024.103152