Foreign exchange market response to pandemic-induced fear : evidence from (a)symmetric wild bootstrap likelihood ratio approach
Godwin Olasehinde-Williams, Ifedola Olanipekun and Oktay Özkan
| Year of publication: |
2021
|
|---|---|
| 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
|
| Subject: | exchange rate returns | GFI for COVID-19 pandemic | predictability | WBLR test | Wechselkurs | Exchange rate | Coronavirus | Bootstrap-Verfahren | Bootstrap approach | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Epidemie | Epidemic | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Lockdown | Lock-down |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/09638199.2021.1922490 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012624718