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Price jumps in the FX markets using the quantile frequency VAR connectedness framework

Published Online: 2026-04-10

Published Print: 2026-06

Authors

Apostolakis, George N.

Floros, Christos https://orcid.org/0000-0002-1801-2929
Gkillas, Konstantinos
Funding

Funding for this research was provided by:

Hellenic Mediterranean University
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Text and Data Mining valid from 2026-04-10

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Article History

Revised: 7 March 2026

Accepted: 25 March 2026

First Online: 10 April 2026

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