Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Tao Luo, Huaping Sun, Lixia Zhang, Jiancheng Bai
| Year of publication: |
2024
|
|---|---|
| Authors: | Luo, Tao ; Sun, Huaping ; Zhang, Lixia ; Bai, Jiancheng |
| Subject: | Macroeconomic attention | Out-of-sample forecasting | Volatility forecasting | Yen/dollar exchange rate | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Yen | US-Dollar | US dollar | Japan | Theorie | Theory | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.09.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446795