Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Mehmet Balcilar, Rangan Gupta, Clement Kyei, Mark E. Wohar
| Year of publication: |
April 2016
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|---|---|
| Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Kyei, Clement ; Wohar, Mark E. |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 27.2016, 2, p. 229-250
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| Subject: | Economic policy uncertainty | Exchange rate returns | Volatility | Nonparametric quantile causality | Developed and emerging markets | Volatilität | Wechselkurs | Exchange rate | Wirtschaftspolitik | Economic policy | Nichtparametrisches Verfahren | Nonparametric statistics | Welt | World | Schwellenländer | Emerging economies | Risiko | Risk | Kapitaleinkommen | Capital income | US-Dollar | US dollar | Schätzung | Estimation |