Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence
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DOI: 10.1016/j.frl.2019.101378
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More about this item
Keywords
Economic policy uncertainty; Exchange rates; Emerging economies; Cointegration;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
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