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On the exchange rates volatility and economic policy uncertainty nexus : a panel VAR approach for emerging markets
Abid, Abir; Rault, Christophe - In: Journal of quantitative economics 19 (2021) 3, pp. 403-425
Persistent link: https://www.econbiz.de/10012622027
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On the Exchange Rate and Economic Policy Uncertainty Nexus : A Panel VAR Approach for Emerging Markets
Abid, Abir - 2020
We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR perspective used for the first time in this context. Focusing on Emerging Market Economies (EME), our noteworthy findings postulate that (a) both home and foreign EPU shocks...
Persistent link: https://www.econbiz.de/10012837681
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On the Exchange Rate and Economic Policy Uncertainty Nexus : A Panel VAR Approach for Emerging Markets
Abid, Abir - 2020
We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR perspective used for the first time in this context. Focusing on Emerging Market Economies (EME), our noteworthy findings postulate that (a) both home and foreign EPU shocks...
Persistent link: https://www.econbiz.de/10012831210
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On the exchange rate and economic policy uncertainty nexus: a panel VAR approach for emerging markets
Abid, Abir; Rault, Christophe - 2020
We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR perspective used for the first time in this context. Focusing on Emerging Market Economies (EME), our noteworthy findings postulate that (a) both home and foreign EPU shocks...
Persistent link: https://www.econbiz.de/10012239005
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On the exchange rate and economic policy uncertainty nexus : a panel VAR approach for emerging markets
Abid, Abir; Rault, Christophe - 2020
We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR perspective used for the first time in this context. Focusing on Emerging Market Economies (EME), our noteworthy findings postulate that (a) both home and foreign EPU shocks...
Persistent link: https://www.econbiz.de/10012195928
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003889635
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003891665
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International financial integration and real exchange rate long-run dynamics in emerging countries
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
Persistent link: https://www.econbiz.de/10003949340
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - In: The journal of international trade & economic development 20 (2011) 6, pp. 789-808
Persistent link: https://www.econbiz.de/10009375773
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International financial integration and Real Exchange Rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
integration ; misalignment ; second-generation panel unit root and cointegration tests …
Persistent link: https://www.econbiz.de/10003816542