Investor sentiment and dollar-pound exchange rate returns : evidence from over a century of data using a cross-quantilogram approach
Year of publication: |
2021
|
---|---|
Authors: | Shahzad, Syed Jawad Hussain ; Kyei, Clement Kweku ; Gupta, Rangan ; Olson, Eric |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-9
|
Subject: | Investor sentiment | Behavioral finance | Exchange rate | Quantile dependence | Anlageverhalten | Behavioural finance | Wechselkurs | Welt | World | Volatilität | Volatility | Kapitaleinkommen | Capital income |
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