Measuring daily systemic risk with intraday data: Evidence from foreign exchange market

Journal of Empirical Finance 2026

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Authors: Yi Zhou, Wenjing Xia, Wuyi Ye

DOI: 10.1016/j.jempfin.2026.101693

Cited by: 1

References: 50

Fields of Study & Subjects

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Risk and Portfolio Optimization

References 50