Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model

Xinyu Wu, Haibin Xie, Huanming Zhang

Year of publication:	2022
Authors:	Wu, Xinyu ; Xie, Haibin ; Zhang, Huanming
Published in:	The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 61.2022, p. 1-15
Subject:	CARR-MIDAS \| Forecasting \| Intraday range \| Renminbi exchange rate volatility \| Time-varying risk aversion \| Volatilität \| Volatility \| Wechselkurs \| Exchange rate \| Risikoaversion \| Risk aversion \| Renminbi \| China \| ARCH-Modell \| ARCH model

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013449372

A service of the