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Exchange rates and sovereign risk: A nonlinear approach based on local Gaussian correlations

Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott

Authors

Gabriella Legrenzi

Scott Mahadeo



Citation

Heinlein, R., Legrenzi, G., & Mahadeo, S. Exchange rates and sovereign risk: A nonlinear approach based on local Gaussian correlations

Working Paper Type Working Paper
Deposit Date Apr 15, 2024
Public URL https://uwe-repository.worktribe.com/output/11897255
Publisher URL https://www.cesifo.org/en/publications/2024/working-paper/exchange-rates-and-sovereign-risk-nonlinear-approach-based-local