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
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| Authors: | Shiba, Sisa ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan ; Goswami, Samrat |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 18.2023, 2, Art.-No. 2230001, p. 1-14
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| 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://www.econbiz.de/10014442581