Work

Our currency, your attention: Contagion spillovers of investor attention on currency returns

Year: 2018

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2018.05.012

Authors: You Wu, Liyan Han, Libo Yin

Institutions: Beihang University, Central University of Finance and Economics

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, National Natural Science Foundation of China, Central University of Finance and Economics

Awards: G4610991766, 考虑行为因素的多元耦合商品资产定价模型研究

OpenAlex ID: W2803449379

FWCI: 4.631

Cites: 59

Cited by: 30

Related to: 10