Open access
Oct 2026
Nonlinearities in Emerging Currency Markets Under Uncertainty
Abstract This study provides a comprehensive assessment of the asymmetric and nonlinear impacts that major sources of economic and financial uncertainty exert on exchange rates in 23 emerging and frontier market currencies. Through a flexible modeling approach, we uncover critical threshold effects and complex transmis...
Yarema Okhrin, Donghyun Park, Gazi Salah Uddin et al.
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