EPU spillovers and exchange rate volatility
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DOI: 10.1016/j.irfa.2024.103824
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Keywords
EPU spillovers; Multivariate quantile model; Exchange rate volatility;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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