Uncertainty and currency performance : a quantile-on-quantile approach
Liyan Han, Yang Liu, Libo Yin
| Year of publication: |
2019
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|---|---|
| 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
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| Subject: | Asymmetric impact | Financial uncertainty | Foreign exchange rates | Macro uncertainty | Nonlinear relationship | Quantile-on-quantile method | Risiko | Risk | Wechselkurs | Exchange rate | Theorie | Theory | Währungsrisiko | Exchange rate risk | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.08.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012120323