Foreign exchange market response to pandemic-induced fear : evidence from (a)symmetric wild bootstrap likelihood ratio approach
Year of publication: |
2021
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Authors: | Olasehinde-Williams, Godwin ; Olanipekun, Ifedola ; Özkan, Oktay |
Published in: |
Journal of international trade & economic development : an international and comparative review. - London : Routledge, ISSN 1469-9559, ZDB-ID 2020043-2. - Vol. 30.2021, 7, p. 988-1003
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Subject: | exchange rate returns | GFI for COVID-19 pandemic | predictability | WBLR test | Coronavirus | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Epidemie | Epidemic | Schätztheorie | Estimation theory | Schätzung | Estimation |
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