The asymmetric effect of the extreme changes in the economic policy uncertainty on the exchange rates : evidence from emerging seven countries
Year of publication: |
2023
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Authors: | Maydybura, Alina ; Gohar, Raheel ; Salman, Asma ; Wong, Wing Keung ; Chang, Bisharat Hussain |
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. 2250031, p. 1-24
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Subject: | E7 nations | economic policy uncertainty | exchange rate | MATNARDL model | NARDL model | Wirtschaftspolitik | Economic policy | Wechselkurs | Exchange rate | Volatilität | Volatility | Schätzung | Estimation | Risiko | Risk | Wirkungsanalyse | Impact assessment | Japan | Wechselkurspolitik | Exchange rate policy |
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