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Łucja Franczak

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Open access Jan 2026

Dynamics of currency–stock market linkages: Conditional correlations, structural changes, and statistical anomalies

Abstract Aim/purpose – The study aimed to analyze the interrelationships between the stock market and the currency market in selected G10 countries – Germany, Japan, Canada, Sweden, Switzerland, and the United Kingdom – with particular emphasis on the association between local and global macroeconomic shocks and market...

Łucja Franczak · 0 citations

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