Pandemic-induced fear and government policy response as a measure of uncertainty in the foreign exchange market : evidence from (a)symmetric wild bootstrap likelihood ratio test
Year of publication: |
2022
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Authors: | Kathuria, Khyati ; Kumar, Nand |
Published in: |
Pacific economic review. - Oxford : Wiley-Blackwell, ISSN 1468-0106, ZDB-ID 2063782-2. - Vol. 27.2022, 4, p. 361-379
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Subject: | COVID-19 pandemic | exchange rate return | fear | India | prediction | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Coronavirus | Infektionsschutz | Infection control | Lockdown | Lock-down | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Indien |
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