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Eleven day Window Correlation of Exchange Rate across entire time period

Eleven day Window Correlation of Exchange Rate across entire time period

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On 23rd June 2016, 51.9% of British voters voted to leave the European Union, triggering a process and events that have led to the United Kingdom leaving the EU, an event that has become known as 'Brexit'. In this piece of research, we investigate the effects of this entire process on the currency markets, specifically the GBP/EUR exchange rate. Fi...

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Context 1
... has been previously mentioned, this is an approach based on that of [9]. Figure 3 illustrates the correlation across the various windows and days considered. The red dashed line represents the critical value at which the correlation is considered to be significant. ...
Context 2
... has been previously mentioned, this is an approach based on that of [9]. Figure 3 illustrates the correlation across the various windows and days considered. The red dashed line represents the critical value at which the correlation is considered to be significant. ...