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Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu; Mei, Xueting; Liu, Li - In: Applied economics letters 31 (2024) 8, pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
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Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model
Wu, Xinyu; Xie, Haibin; Zhang, Huanming - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013449372
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Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu; Mei, Xueting; Yin, Xuebao - In: Journal of risk : JOR 25 (2023) 5, pp. 71-99
Persistent link: https://www.econbiz.de/10014487116
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Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu; Mei, Xueting; Yin, Xuebao - In: Journal of risk 25 (2023) 5, pp. 71-99
Persistent link: https://www.econbiz.de/10014370725