Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Year of publication: |
2023
|
---|---|
Authors: | Shiba, Sisa ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan ; Goswami, Samrat |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 18.2023, 2, Art.-No. 2230001, p. 1-14
|
Subject: | forecasting | Bitcoin | foreign exchange market | Infectious diseases-related uncertainty | realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | US-Dollar | US dollar | Theorie | Theory | Prognose | Forecast | Risiko | Risk | ARCH-Modell | ARCH model |
-
Mili, Mehdi, (2023)
-
Forecasting USD-BRL currency rate volatility using realized and implied volatilities data
Campani, Carlos Heitor, (2018)
-
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao, (2024)
- More ...
-
Shiba, Sisa, (2022)
-
Shiba, Sisa, (2022)
-
Shiba, Sisa, (2021)
- More ...