Can economic policy uncertainty predict exchange rate volatility? : new evidence from the GARCH-MIDAS model
Zhongbao Zhou, Zhangyan Fu, Yong Jiang, Ximei Zeng, Ling Lin
| Year of publication: |
2020
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|---|---|
| Authors: | Zhou, Zhongbao ; Fu, Zhangyan ; Jiang, Yong ; Zeng, Ximei ; Lin, Ling |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 34.2020, p. 1-8
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| Subject: | Chinese exchange rate volatility | Economic policy uncertainty | Forecasting | GARCH-MIDAS model | Volatilität | Volatility | Wechselkurs | Exchange rate | Wirtschaftspolitik | Economic policy | China | Prognoseverfahren | Forecasting model | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.08.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436939