Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Year of publication: |
2021
|
---|---|
Authors: | Bathia, Deven ; Demirer, Rıza ; Gupta, Rangan ; Kotzé, Kevin |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 61.2021, p. 1-14
|
Subject: | Time-varying Granger causality | GARCH | DCC-MGARCH | Unemployment | Exchange rates | Arbeitslosigkeit | Großbritannien | United Kingdom | Wechselkurs | Exchange rate | Volatilität | Volatility | Kausalanalyse | Causality analysis | Schätzung | Estimation | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
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