Zobrazeno 1 - 1
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pro vyhledávání: '"Zhangyan Fu"'
Publikováno v:
Finance Research Letters. 34:101258
This paper investigates the impact of relative economic policy uncertainty between China and the United States (the Sino-US EPU ratio) on the Chinese exchange rate volatility by employing a GARCH-MIDAS model. Moreover, we compare the out-of-sample vo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::408e25966d8e3d9b23e50f921caab2c9
https://doi.org/10.1016/j.frl.2019.08.006
https://doi.org/10.1016/j.frl.2019.08.006
