Tail dependence structures between economic policy uncertainty and foreign exchange markets : nonparametric quantiles methods
Khamis Hamed Al-Yahyaee, Syed Jawad Hussain Shahzad, Walid Mensi
| Year of publication: |
2020
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|---|---|
| Authors: | Al-Yahyaee, Khamis Hamed ; Shahzad, Syed Jawad Hussain ; Mensi, Walid |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 161.2020, p. 66-82
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| Subject: | Economic policy uncertainty | Exchange rates | Nonparametric quantiles | Wirtschaftspolitik | Economic policy | Nichtparametrisches Verfahren | Nonparametric statistics | Risiko | Risk | Theorie | Theory | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2019.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012642528