On the link between the US economic policy uncertainty and exchange rates
Year of publication: |
July 2016
|
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Authors: | Kido, Yosuke |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 144.2016, p. 49-52
|
Subject: | Economic policy uncertainty | Spillover | Dynamic conditional correlation | Real effective exchange rate | Wirtschaftspolitik | Economic policy | Risiko | Risk | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Kaufkraftparität | Purchasing power parity | Korrelation | Correlation |
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