Investor sentiment and dollar-pound exchange rate returns : evidence from over a century of data using a cross-quantilogram approach
Syed Jawad Hussain Shahzad, Clement Kweku Kyei, Rangan Gupta, Eric Olson
| Year of publication: |
2021
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|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Kyei, Clement Kweku ; Gupta, Rangan ; Olson, Eric |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-9
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| Subject: | Investor sentiment | Behavioral finance | Exchange rate | Quantile dependence | Anlageverhalten | Behavioural finance | Wechselkurs | Volatilität | Volatility | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101504 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012490225