- Duc Khuong Nguyen
Distinguished Speaker Series: On the Network of Global Currencies: Does Lead-Lag Connectedness Matter?
This seminar will feature Dr. Duc Khuong Nguyen of IPAG Business School. His research first uses the conditional Granger causality to measure lead-lag network connectedness among the most globally traded currencies. From this, it then investigates the informational content of system-wide dynamic connectedness and examines the relationship between node connectedness and exchange rate variations.