Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test (Q2416184)
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English | Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test |
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Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test (English)
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23 May 2019
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economic policy uncertainty
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exchange rate returns
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volatility
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nonparametric quantile causality
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developed and emerging markets
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