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Oct 2026

Trade policy uncertainty and risk spillovers in global currency markets

This paper examines how trade policy uncertainty (TPU) affects risk transmission in global foreign exchange markets. Using daily data for 20 major currencies from 2005 to 2025, we combine autoregressive exponential generalized autoregressive conditional heteroskedasticity with generalized error distribution...

Qiang Liu, Zhen-Wei Xu, Chen Xu et al. · 0 citations

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