Time-varying Effects of U.S. Economic Policy Uncertainty on Exchange Rate Return and Volatility in China
Author:
Affiliation:
1. School of Finance, Zhejiang Gongshang University, Hangzhou, Zhejiang, China
2. School of Economics and Management, Tongji University, Shanghai, China
3. School of Urban & Regional Science, East China Normal University, Shanghai, China
Funder
Zhejiang Provincial Philosophy and Social Science Planning Project of China
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2021.1937114
Reference26 articles.
1. Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods
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5. Fear Sentiment, Uncertainty, and Bitcoin Price Dynamics: The Case of COVID-19
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