Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test (Q2416184)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test |
scientific article |
Statements
Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test (English)
0 references
23 May 2019
0 references
economic policy uncertainty
0 references
exchange rate returns
0 references
volatility
0 references
nonparametric quantile causality
0 references
developed and emerging markets
0 references
