The euro to dollar exchange rate in the Covid-19 era : evidence from spectral causality and Markov-switching estimation
Year of publication: |
2023
|
---|---|
Authors: | Konstantakis, Konstantinos N. ; Melissaropoulos, Ioannis G. ; Daglis, Theodoros ; Michaēlidēs, Panagiōtēs G. |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 2, p. 2037-2055
|
Subject: | exchange rate | Covid-19 | euro to dollar | Markov-switching | spectral causality | Wechselkurs | Exchange rate | Coronavirus | Euro | US-Dollar | US dollar | Markov-Kette | Markov chain | Eurozone | Euro area | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | EU-Staaten | EU countries | Wirkungsanalyse | Impact assessment | Schätzung | Estimation |
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