Connectedness Amongst the Most Traded Exchange Rate Pairs - Adu, Olayemi
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Market participants on the foreign exchange market effectively rely on the extent of return and volatility connectedness amongst foreign exchange pairs to make pivotal decisions. This is because the associated cost of hedging foreign exchange risk is significantly high and therefore requires adequate understanding of foreign exchange volatility to ensure that accurate information is obtained and competent decisions are made to minimize exposure to risks and losses associated with international allocated portfolios. This study interrogates the major world currencies response to periods of…mehr

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Produktbeschreibung
Market participants on the foreign exchange market effectively rely on the extent of return and volatility connectedness amongst foreign exchange pairs to make pivotal decisions. This is because the associated cost of hedging foreign exchange risk is significantly high and therefore requires adequate understanding of foreign exchange volatility to ensure that accurate information is obtained and competent decisions are made to minimize exposure to risks and losses associated with international allocated portfolios. This study interrogates the major world currencies response to periods of crisis caused by key diverse events (social, geo-political, financial and health events, such as, the global Financial Crisis (GFC), European Sovereign Debt Crisis (ESDC), Covid-19 Pandemic and the Russian-Ukraine war, particularly, in the era of globalization). It also explains how the associated risk can be hedged against to minimize portfolio losses as well as policy formulation around stabilizing currency volatility.
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Autorenporträt
Adu Olayemi Olawunmi is a budding academic. She holds an MSc. in Accounting from the prestigious University of Ibadan (UI). She is also a member of the Institute of the Chartered Accountants of Nigeria.  Adüs research covers the environment of foreign exchange return and volatility connectedness in the global market, finance and econometrics.