Uncertainty and currency performance : a quantile-on-quantile approach
Year of publication: |
2019
|
---|---|
Authors: | Han, Liyan ; Liu, Yang ; Yin, Libo |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 48.2019, p. 702-729
|
Subject: | Asymmetric impact | Financial uncertainty | Foreign exchange rates | Macro uncertainty | Nonlinear relationship | Quantile-on-quantile method | Theorie | Theory | Risiko | Risk | Wechselkurs | Exchange rate |
-
Uncertainty network risk and currency returns
Babiak, Mykola, (2021)
-
Uncertainty in a model with credit frictions
Cesa-Bianchi, Ambrogio, (2014)
-
Hellwig, Martin, (2021)
- More ...
-
Liu, Yang, (2018)
-
News implied volatility and long-term foreign exchange market volatility
Liu, Yang, (2019)
-
Does investor attention matter? The attention-return relation in gold futures market
Han, Liyan, (2017)
- More ...