Time-varying effects of U.S. economic policy uncertainty on exchange rate return and volatility in China
Year of publication: |
2022
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Authors: | Wang, Panpan ; Li, Yishi ; Wu, Sixu |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 7, p. 1807-1820
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Subject: | "8.11" RMB exchange rate reform | RMB exchange rate | Sino-U.S. trade friction | time-varying effects | U.S. EPU | China | Volatilität | Volatility | Wechselkurs | Exchange rate | USA | United States | Renminbi | Wechselkurspolitik | Exchange rate policy | Wirtschaftspolitik | Economic policy | Wirkungsanalyse | Impact assessment |
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