Adaptive LASSO quantile regression for regime-switching exchange rate dependence: the case of major currencies against the USD

SN Business & Economics 2026

View at publisher

Authors: Zhuqin Liang, Sumin Zhong, Mohd Tahir Ismail

DOI: 10.1007/s43546-026-01077-w

Cited by: 0

References: 33

Fields of Study & Subjects

Market Dynamics and Volatility Financial Risk and Volatility Modeling Global Financial Crisis and Policies

References 33