Bundesbank paper analyses G10 currencies


Currencies in the Group of 10 industrialised nations form three groups in terms of how they influence each other, a working paper published by the Deutsche Bundesbank finds.

In Connectedness between G10 currencies: searching for the causal structure, Timo Bettendorf and Reinhold Heinlein analyse data from 2010–17.

The authors use methods taken from the literature on machine learning in an effort to identify causal structures in the rates of change of different currencies’ exchange rates.


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