Response of tail risks of Euro-dollar exchange rate to monetary policy shocks in the US and the Euro area using penalized local projections
Hyejin Yang; Jin Lee
- Published
- Publisher
- Springer Science and Business Media LLC
- Journal / collection
- SN Business & Economics
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1007/s43546-025-00836-5
The original publisher provides the full text and its access options.
Cite this source
Hyejin Yang; Jin Lee. Response of tail risks of Euro-dollar exchange rate to monetary policy shocks in the US and the Euro area using penalized local projections. SN Business & Economics. 2025-05-21. https://doi.org/10.1007/s43546-025-00836-5