Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Sisa Shiba, Juncal Cunado, Rangan Gupta and Samrat Goswami
| Year of publication: |
2023
|
|---|---|
| Authors: | Shiba, Sisa ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan ; Goswami, Samrat |
| Subject: | forecasting | Bitcoin | foreign exchange market | Infectious diseases-related uncertainty | realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Virtuelle Währung | Virtual currency | Risiko | Risk | Theorie | Theory | US-Dollar | US dollar | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495222300010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014442581