Herzog, Bodo; Santos, Lana dos - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-40
This paper studies the power of online search intensity metrics, measured by Google, for examining and forecasting exchange rates. We use panel data consisting of quarterly time series from 2004 to 2018 and ten international countries with the highest currency trading volume. Newly, we include...