Forecasting exchange rate volatility : is economic policy uncertainty better?
Year of publication: |
2024
|
---|---|
Authors: | Ruan, Qingsong ; Zhang, Jiarui ; Lv, Dayong |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 13, p. 1526-1544
|
Subject: | Economic policy uncertainty | exchange rate volatility | forecast evaluation | macroeconomic variables | mechanism analysis | Wechselkurs | Exchange rate | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | Risiko | Risk | Wirkungsanalyse | Impact assessment | Prognoseverfahren | Forecasting model | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Industrieländer | Industrialized countries | Schätzung | Estimation | Prognose | Forecast |
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