Work

Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model

Year: 2019

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2019.08.006

Authors: Zhongbao Zhou, Zhangyan Fu, Yong Jiang, Ximei Zeng, Ling Lin

Institutions: Hunan University, Nanjing Audit University, Hunan Agricultural University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Hunan Province

Awards: 基于DEA的投资组合评价与投资策略优化研究, 基于随机DEA的绿色投资组合评价与优化研究

OpenAlex ID: W2966902103

FWCI: 13.74

Cites: 36

Cited by: 115

Related to: 10