Geopolitical risks and historical exchange rate volatility of the BRICS
Afees A. Salisu, Juncal Cuñado, Rangan Gupta
| Year of publication: |
2022
|
|---|---|
| Authors: | Salisu, Afees A. ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 77.2022, p. 179-190
|
| Subject: | BRICS | Exchange rate volatility | Forecast evaluation | GARCH-MIDAS-X | Geopolitical risk | Wechselkurs | Exchange rate | Volatilität | Volatility | BRICS-Staaten | BRICS countries | Geopolitik | Geopolitics | Risiko | Risk | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.09.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013330761