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The value of the US dollar is of major importance to the world economy. Global liquidity has grown sharply in recent years with growing importance of China's money supply to global liquidity. We develop out-of-sample forecasts of the US dollar exchange rate value using US and non-US global data...
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The value of the US dollar is of major importance to the world economy. Global liquidity has grown sharply in recent years with growing importance of China's money supply to global liquidity. We develop out-of-sample forecasts of the US dollar exchange rate value using US and non-US global data...
Persistent link: https://www.econbiz.de/10012970151
This paper examines the interdependence of China's policy uncertainty, the global oil market, and stock market returns in China. A structural VAR model is estimated that shows a positive shock to economic policy uncertainty in China has a delayed negative effect on global oil production, real...
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